NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 71.68 69.67 -2.01 -2.8% 64.55
High 71.68 71.66 -0.02 0.0% 69.87
Low 70.77 69.67 -1.10 -1.6% 63.61
Close 70.84 71.54 0.70 1.0% 69.55
Range 0.91 1.99 1.08 118.7% 6.26
ATR 1.52 1.55 0.03 2.2% 0.00
Volume 5,432 4,469 -963 -17.7% 18,271
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 76.93 76.22 72.63
R3 74.94 74.23 72.09
R2 72.95 72.95 71.90
R1 72.24 72.24 71.72 72.60
PP 70.96 70.96 70.96 71.13
S1 70.25 70.25 71.36 70.61
S2 68.97 68.97 71.18
S3 66.98 68.26 70.99
S4 64.99 66.27 70.45
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 66.86 4.82 6.7% 1.12 1.6% 97% False False 4,343
10 71.68 63.61 8.07 11.3% 1.06 1.5% 98% False False 3,827
20 74.84 63.61 11.23 15.7% 1.05 1.5% 71% False False 3,573
40 77.20 63.61 13.59 19.0% 1.03 1.4% 58% False False 2,998
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 15 trading days
Fibonacci Retracements and Extensions
4.250 80.12
2.618 76.87
1.618 74.88
1.000 73.65
0.618 72.89
HIGH 71.66
0.618 70.90
0.500 70.67
0.382 70.43
LOW 69.67
0.618 68.44
1.000 67.68
1.618 66.45
2.618 64.46
4.250 61.21
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 71.25 71.25
PP 70.96 70.96
S1 70.67 70.68

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

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