NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 71.77 69.33 -2.44 -3.4% 69.17
High 71.77 72.58 0.81 1.1% 73.40
Low 68.55 69.33 0.78 1.1% 68.94
Close 69.06 72.50 3.44 5.0% 73.35
Range 3.22 3.25 0.03 0.9% 4.46
ATR 1.98 2.09 0.11 5.6% 0.00
Volume 9,194 12,117 2,923 31.8% 45,042
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 81.22 80.11 74.29
R3 77.97 76.86 73.39
R2 74.72 74.72 73.10
R1 73.61 73.61 72.80 74.17
PP 71.47 71.47 71.47 71.75
S1 70.36 70.36 72.20 70.92
S2 68.22 68.22 71.90
S3 64.97 67.11 71.61
S4 61.72 63.86 70.71
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 7.3% 2.14 2.9% 74% False False 10,699
10 73.86 66.90 6.96 9.6% 2.00 2.8% 80% False False 8,988
20 73.86 63.01 10.85 15.0% 1.76 2.4% 87% False False 7,769
40 76.74 63.01 13.73 18.9% 1.71 2.4% 69% False False 5,912
60 76.74 61.52 15.22 21.0% 1.60 2.2% 72% False False 4,830
80 76.74 56.18 20.56 28.4% 1.45 2.0% 79% False False 4,050
100 76.74 50.10 26.64 36.7% 1.45 2.0% 84% False False 3,674
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 0.18
Widest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 86.39
2.618 81.09
1.618 77.84
1.000 75.83
0.618 74.59
HIGH 72.58
0.618 71.34
0.500 70.96
0.382 70.57
LOW 69.33
0.618 67.32
1.000 66.08
1.618 64.07
2.618 60.82
4.250 55.52
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 71.99 71.99
PP 71.47 71.48
S1 70.96 70.97

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

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