NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 64.55 65.40 0.85 1.3% 69.68
High 64.81 65.64 0.83 1.3% 69.68
Low 63.61 64.57 0.96 1.5% 64.47
Close 64.81 64.72 -0.09 -0.1% 65.17
Range 1.20 1.07 -0.13 -10.8% 5.21
ATR 1.57 1.53 -0.04 -2.3% 0.00
Volume 2,151 2,510 359 16.7% 17,449
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 68.19 67.52 65.31
R3 67.12 66.45 65.01
R2 66.05 66.05 64.92
R1 65.38 65.38 64.82 65.18
PP 64.98 64.98 64.98 64.88
S1 64.31 64.31 64.62 64.11
S2 63.91 63.91 64.52
S3 62.84 63.24 64.43
S4 61.77 62.17 64.13
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 82.07 78.83 68.04
R3 76.86 73.62 66.60
R2 71.65 71.65 66.13
R1 68.41 68.41 65.65 67.43
PP 66.44 66.44 66.44 65.95
S1 63.20 63.20 64.69 62.22
S2 61.23 61.23 64.21
S3 56.02 57.99 63.74
S4 50.81 52.78 62.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.87 63.61 3.26 5.0% 1.01 1.6% 34% False False 3,201
10 74.64 63.61 11.03 17.0% 1.12 1.7% 10% False False 3,297
20 76.28 63.61 12.67 19.6% 0.94 1.5% 9% False False 2,907
40 77.20 63.29 13.91 21.5% 0.97 1.5% 10% False False 2,488
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 True
Stretch 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.19
2.618 68.44
1.618 67.37
1.000 66.71
0.618 66.30
HIGH 65.64
0.618 65.23
0.500 65.11
0.382 64.98
LOW 64.57
0.618 63.91
1.000 63.50
1.618 62.84
2.618 61.77
4.250 60.02
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 65.11 64.69
PP 64.98 64.66
S1 64.85 64.63

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

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