NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 69.33 72.29 2.96 4.3% 73.77
High 72.58 74.04 1.46 2.0% 74.04
Low 69.33 70.66 1.33 1.9% 68.55
Close 72.50 73.95 1.45 2.0% 73.95
Range 3.25 3.38 0.13 4.0% 5.49
ATR 2.09 2.18 0.09 4.4% 0.00
Volume 12,117 9,295 -2,822 -23.3% 48,170
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 83.02 81.87 75.81
R3 79.64 78.49 74.88
R2 76.26 76.26 74.57
R1 75.11 75.11 74.26 75.69
PP 72.88 72.88 72.88 73.17
S1 71.73 71.73 73.64 72.31
S2 69.50 69.50 73.33
S3 66.12 68.35 73.02
S4 62.74 64.97 72.09
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 88.65 86.79 76.97
R3 83.16 81.30 75.46
R2 77.67 77.67 74.96
R1 75.81 75.81 74.45 76.74
PP 72.18 72.18 72.18 72.65
S1 70.32 70.32 73.45 71.25
S2 66.69 66.69 72.94
S3 61.20 64.83 72.44
S4 55.71 59.34 70.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.04 68.55 5.49 7.4% 2.56 3.5% 98% True False 9,634
10 74.04 68.55 5.49 7.4% 2.12 2.9% 98% True False 9,321
20 74.04 63.01 11.03 14.9% 1.86 2.5% 99% True False 7,876
40 76.74 63.01 13.73 18.6% 1.75 2.4% 80% False False 6,027
60 76.74 61.52 15.22 20.6% 1.63 2.2% 82% False False 4,913
80 76.74 56.18 20.56 27.8% 1.48 2.0% 86% False False 4,132
100 76.74 50.10 26.64 36.0% 1.47 2.0% 90% False False 3,739
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 0.34
Widest range in 107 trading days
Fibonacci Retracements and Extensions
4.250 88.41
2.618 82.89
1.618 79.51
1.000 77.42
0.618 76.13
HIGH 74.04
0.618 72.75
0.500 72.35
0.382 71.95
LOW 70.66
0.618 68.57
1.000 67.28
1.618 65.19
2.618 61.81
4.250 56.30
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 73.42 73.07
PP 72.88 72.18
S1 72.35 71.30

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

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