NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 76.52 77.41 0.89 1.2% 73.77
High 77.15 77.45 0.30 0.4% 74.04
Low 75.55 75.81 0.26 0.3% 68.55
Close 77.15 76.94 -0.21 -0.3% 73.95
Range 1.60 1.64 0.04 2.5% 5.49
ATR 2.11 2.07 -0.03 -1.6% 0.00
Volume 7,928 8,819 891 11.2% 48,170
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.65 80.94 77.84
R3 80.01 79.30 77.39
R2 78.37 78.37 77.24
R1 77.66 77.66 77.09 77.20
PP 76.73 76.73 76.73 76.50
S1 76.02 76.02 76.79 75.56
S2 75.09 75.09 76.64
S3 73.45 74.38 76.49
S4 71.81 72.74 76.04
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 77.45 70.66 6.79 8.8% 2.05 2.7% 92% True False 10,735
10 77.45 68.55 8.90 11.6% 2.09 2.7% 94% True False 10,717
20 77.45 63.01 14.44 18.8% 1.90 2.5% 96% True False 8,791
40 77.45 63.01 14.44 18.8% 1.82 2.4% 96% True False 6,806
60 77.45 61.52 15.93 20.7% 1.64 2.1% 97% True False 5,513
80 77.45 56.18 21.27 27.6% 1.50 2.0% 98% True False 4,572
100 77.45 55.05 22.40 29.1% 1.45 1.9% 98% True False 4,059
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.42
2.618 81.74
1.618 80.10
1.000 79.09
0.618 78.46
HIGH 77.45
0.618 76.82
0.500 76.63
0.382 76.44
LOW 75.81
0.618 74.80
1.000 74.17
1.618 73.16
2.618 71.52
4.250 68.84
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 76.84 76.70
PP 76.73 76.46
S1 76.63 76.22

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

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