NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 74.64 73.81 -0.83 -1.1% 71.05
High 74.64 74.05 -0.59 -0.8% 73.90
Low 72.65 72.53 -0.12 -0.2% 70.77
Close 73.48 73.23 -0.25 -0.3% 72.73
Range 1.99 1.52 -0.47 -23.6% 3.13
ATR 1.46 1.46 0.00 0.3% 0.00
Volume 4,623 2,696 -1,927 -41.7% 14,542
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 77.83 77.05 74.07
R3 76.31 75.53 73.65
R2 74.79 74.79 73.51
R1 74.01 74.01 73.37 73.64
PP 73.27 73.27 73.27 73.09
S1 72.49 72.49 73.09 72.12
S2 71.75 71.75 72.95
S3 70.23 70.97 72.81
S4 68.71 69.45 72.39
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 81.86 80.42 74.45
R3 78.73 77.29 73.59
R2 75.60 75.60 73.30
R1 74.16 74.16 73.02 74.88
PP 72.47 72.47 72.47 72.83
S1 71.03 71.03 72.44 71.75
S2 69.34 69.34 72.16
S3 66.21 67.90 71.87
S4 63.08 64.77 71.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.84 72.53 2.31 3.2% 1.08 1.5% 30% False True 3,498
10 75.35 70.77 4.58 6.3% 0.86 1.2% 54% False False 2,906
20 77.20 70.77 6.43 8.8% 0.91 1.2% 38% False False 2,528
Crabel Price Patterns
NR True
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 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.51
2.618 78.03
1.618 76.51
1.000 75.57
0.618 74.99
HIGH 74.05
0.618 73.47
0.500 73.29
0.382 73.11
LOW 72.53
0.618 71.59
1.000 71.01
1.618 70.07
2.618 68.55
4.250 66.07
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 73.29 73.69
PP 73.27 73.53
S1 73.25 73.38

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

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