NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 75.81 75.08 -0.73 -1.0% 73.77
High 76.00 76.80 0.80 1.1% 74.04
Low 74.19 74.99 0.80 1.1% 68.55
Close 75.81 76.44 0.63 0.8% 73.95
Range 1.81 1.81 0.00 0.0% 5.49
ATR 2.17 2.15 -0.03 -1.2% 0.00
Volume 11,612 16,024 4,412 38.0% 48,170
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.51 80.78 77.44
R3 79.70 78.97 76.94
R2 77.89 77.89 76.77
R1 77.16 77.16 76.61 77.53
PP 76.08 76.08 76.08 76.26
S1 75.35 75.35 76.27 75.72
S2 74.27 74.27 76.11
S3 72.46 73.54 75.94
S4 70.65 71.73 75.44
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 76.80 68.55 8.25 10.8% 2.69 3.5% 96% True False 11,648
10 76.80 68.55 8.25 10.8% 2.20 2.9% 96% True False 10,843
20 76.80 63.01 13.79 18.0% 1.89 2.5% 97% True False 8,636
40 76.80 63.01 13.79 18.0% 1.78 2.3% 97% True False 6,553
60 76.80 61.52 15.28 20.0% 1.63 2.1% 98% True False 5,283
80 76.80 56.18 20.62 27.0% 1.49 2.0% 98% True False 4,405
100 76.80 51.78 25.02 32.7% 1.46 1.9% 99% True False 3,932
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Fibonacci Retracements and Extensions
4.250 84.49
2.618 81.54
1.618 79.73
1.000 78.61
0.618 77.92
HIGH 76.80
0.618 76.11
0.500 75.90
0.382 75.68
LOW 74.99
0.618 73.87
1.000 73.18
1.618 72.06
2.618 70.25
4.250 67.30
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 76.26 75.54
PP 76.08 74.63
S1 75.90 73.73

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

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