NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 65.40 65.72 0.32 0.5% 69.68
High 65.64 67.25 1.61 2.5% 69.68
Low 64.57 65.71 1.14 1.8% 64.47
Close 64.72 67.15 2.43 3.8% 65.17
Range 1.07 1.54 0.47 43.9% 5.21
ATR 1.53 1.60 0.07 4.7% 0.00
Volume 2,510 4,834 2,324 92.6% 17,449
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 71.32 70.78 68.00
R3 69.78 69.24 67.57
R2 68.24 68.24 67.43
R1 67.70 67.70 67.29 67.97
PP 66.70 66.70 66.70 66.84
S1 66.16 66.16 67.01 66.43
S2 65.16 65.16 66.87
S3 63.62 64.62 66.73
S4 62.08 63.08 66.30
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 67.25 63.61 3.64 5.4% 1.00 1.5% 97% True False 3,311
10 74.05 63.61 10.44 15.5% 1.08 1.6% 34% False False 3,318
20 75.35 63.61 11.74 17.5% 0.94 1.4% 30% False False 3,078
40 77.20 63.61 13.59 20.2% 0.98 1.5% 26% False False 2,572
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 0.10
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 73.80
2.618 71.28
1.618 69.74
1.000 68.79
0.618 68.20
HIGH 67.25
0.618 66.66
0.500 66.48
0.382 66.30
LOW 65.71
0.618 64.76
1.000 64.17
1.618 63.22
2.618 61.68
4.250 59.17
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 66.93 66.58
PP 66.70 66.00
S1 66.48 65.43

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

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