NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 71.05 71.43 0.38 0.5% 75.72
High 71.24 72.77 1.53 2.1% 76.28
Low 70.77 71.43 0.66 0.9% 73.77
Close 71.24 72.64 1.40 2.0% 73.68
Range 0.47 1.34 0.87 185.1% 2.51
ATR 1.38 1.39 0.01 0.8% 0.00
Volume 1,629 2,348 719 44.1% 10,940
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 76.30 75.81 73.38
R3 74.96 74.47 73.01
R2 73.62 73.62 72.89
R1 73.13 73.13 72.76 73.38
PP 72.28 72.28 72.28 72.40
S1 71.79 71.79 72.52 72.04
S2 70.94 70.94 72.39
S3 69.60 70.45 72.27
S4 68.26 69.11 71.90
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 82.11 80.40 75.06
R3 79.60 77.89 74.37
R2 77.09 77.09 74.14
R1 75.38 75.38 73.91 74.98
PP 74.58 74.58 74.58 74.38
S1 72.87 72.87 73.45 72.47
S2 72.07 72.07 73.22
S3 69.56 70.36 72.99
S4 67.05 67.85 72.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.35 70.77 4.58 6.3% 0.66 0.9% 41% False False 2,364
10 77.20 70.77 6.43 8.9% 0.82 1.1% 29% False False 2,159
20 77.20 66.03 11.17 15.4% 1.01 1.4% 59% False False 2,423
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 78.47
2.618 76.28
1.618 74.94
1.000 74.11
0.618 73.60
HIGH 72.77
0.618 72.26
0.500 72.10
0.382 71.94
LOW 71.43
0.618 70.60
1.000 70.09
1.618 69.26
2.618 67.92
4.250 65.74
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 72.46 73.06
PP 72.28 72.92
S1 72.10 72.78

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

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