NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 70.50 71.68 1.18 1.7% 64.55
High 70.68 71.68 1.00 1.4% 69.87
Low 69.80 70.77 0.97 1.4% 63.61
Close 70.65 70.84 0.19 0.3% 69.55
Range 0.88 0.91 0.03 3.4% 6.26
ATR 1.56 1.52 -0.04 -2.4% 0.00
Volume 3,041 5,432 2,391 78.6% 18,271
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 73.83 73.24 71.34
R3 72.92 72.33 71.09
R2 72.01 72.01 71.01
R1 71.42 71.42 70.92 71.26
PP 71.10 71.10 71.10 71.02
S1 70.51 70.51 70.76 70.35
S2 70.19 70.19 70.67
S3 69.28 69.60 70.59
S4 68.37 68.69 70.34
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 86.46 84.26 72.99
R3 80.20 78.00 71.27
R2 73.94 73.94 70.70
R1 71.74 71.74 70.12 72.84
PP 67.68 67.68 67.68 68.23
S1 65.48 65.48 68.98 66.58
S2 61.42 61.42 68.40
S3 55.16 59.22 67.83
S4 48.90 52.96 66.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.68 65.71 5.97 8.4% 1.03 1.5% 86% True False 4,416
10 71.68 63.61 8.07 11.4% 1.02 1.4% 90% True False 3,809
20 74.84 63.61 11.23 15.9% 1.02 1.4% 64% False False 3,467
40 77.20 63.61 13.59 19.2% 1.01 1.4% 53% False False 2,910
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 0.09
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 75.55
2.618 74.06
1.618 73.15
1.000 72.59
0.618 72.24
HIGH 71.68
0.618 71.33
0.500 71.23
0.382 71.12
LOW 70.77
0.618 70.21
1.000 69.86
1.618 69.30
2.618 68.39
4.250 66.90
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 71.23 70.71
PP 71.10 70.58
S1 70.97 70.46

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

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