NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 73.37 71.77 -1.60 -2.2% 69.17
High 73.39 71.77 -1.62 -2.2% 73.40
Low 71.50 68.55 -2.95 -4.1% 68.94
Close 72.24 69.06 -3.18 -4.4% 73.35
Range 1.89 3.22 1.33 70.4% 4.46
ATR 1.85 1.98 0.13 7.1% 0.00
Volume 10,413 9,194 -1,219 -11.7% 45,042
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 79.45 77.48 70.83
R3 76.23 74.26 69.95
R2 73.01 73.01 69.65
R1 71.04 71.04 69.36 70.42
PP 69.79 69.79 69.79 69.48
S1 67.82 67.82 68.76 67.20
S2 66.57 66.57 68.47
S3 63.35 64.60 68.17
S4 60.13 61.38 67.29
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 68.55 5.31 7.7% 1.94 2.8% 10% False True 10,365
10 73.86 65.94 7.92 11.5% 1.82 2.6% 39% False False 8,541
20 74.66 63.01 11.65 16.9% 1.73 2.5% 52% False False 7,372
40 76.74 63.01 13.73 19.9% 1.69 2.4% 44% False False 5,777
60 76.74 61.41 15.33 22.2% 1.56 2.3% 50% False False 4,649
80 76.74 56.18 20.56 29.8% 1.41 2.0% 63% False False 3,941
100 76.74 50.10 26.64 38.6% 1.44 2.1% 71% False False 3,567
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 85.46
2.618 80.20
1.618 76.98
1.000 74.99
0.618 73.76
HIGH 71.77
0.618 70.54
0.500 70.16
0.382 69.78
LOW 68.55
0.618 66.56
1.000 65.33
1.618 63.34
2.618 60.12
4.250 54.87
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 70.16 71.21
PP 69.79 70.49
S1 69.43 69.78

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

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