NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 72.69 73.77 1.08 1.5% 69.17
High 73.40 73.86 0.46 0.6% 73.40
Low 72.13 72.80 0.67 0.9% 68.94
Close 73.35 73.20 -0.15 -0.2% 73.35
Range 1.27 1.06 -0.21 -16.5% 4.46
ATR 1.91 1.85 -0.06 -3.2% 0.00
Volume 14,621 7,151 -7,470 -51.1% 45,042
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 76.47 75.89 73.78
R3 75.41 74.83 73.49
R2 74.35 74.35 73.39
R1 73.77 73.77 73.30 73.53
PP 73.29 73.29 73.29 73.17
S1 72.71 72.71 73.10 72.47
S2 72.23 72.23 73.01
S3 71.17 71.65 72.91
S4 70.11 70.59 72.62
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 85.28 83.77 75.80
R3 80.82 79.31 74.58
R2 76.36 76.36 74.17
R1 74.85 74.85 73.76 75.61
PP 71.90 71.90 71.90 72.27
S1 70.39 70.39 72.94 71.15
S2 67.44 67.44 72.53
S3 62.98 65.93 72.12
S4 58.52 61.47 70.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.86 68.94 4.92 6.7% 1.66 2.3% 87% True False 9,439
10 73.86 63.75 10.11 13.8% 1.67 2.3% 93% True False 7,869
20 75.49 63.01 12.48 17.0% 1.72 2.4% 82% False False 6,880
40 76.74 63.01 13.73 18.8% 1.61 2.2% 74% False False 5,447
60 76.74 57.44 19.30 26.4% 1.56 2.1% 82% False False 4,373
80 76.74 56.18 20.56 28.1% 1.39 1.9% 83% False False 3,739
100 76.74 50.10 26.64 36.4% 1.41 1.9% 87% False False 3,424
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.30
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 78.37
2.618 76.64
1.618 75.58
1.000 74.92
0.618 74.52
HIGH 73.86
0.618 73.46
0.500 73.33
0.382 73.20
LOW 72.80
0.618 72.14
1.000 71.74
1.618 71.08
2.618 70.02
4.250 68.30
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 73.33 72.87
PP 73.29 72.53
S1 73.24 72.20

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These figures are updated between 7pm and 10pm EST after a trading day.

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