NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 71.78 73.21 1.43 2.0% 70.50
High 73.26 74.06 0.80 1.1% 74.06
Low 71.76 73.02 1.26 1.8% 69.67
Close 73.26 74.06 0.80 1.1% 74.06
Range 1.50 1.04 -0.46 -30.7% 4.39
ATR 1.56 1.53 -0.04 -2.4% 0.00
Volume 3,978 7,762 3,784 95.1% 24,682
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 76.83 76.49 74.63
R3 75.79 75.45 74.35
R2 74.75 74.75 74.25
R1 74.41 74.41 74.16 74.58
PP 73.71 73.71 73.71 73.80
S1 73.37 73.37 73.96 73.54
S2 72.67 72.67 73.87
S3 71.63 72.33 73.77
S4 70.59 71.29 73.49
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 85.77 84.30 76.47
R3 81.38 79.91 75.27
R2 76.99 76.99 74.86
R1 75.52 75.52 74.46 76.26
PP 72.60 72.60 72.60 72.96
S1 71.13 71.13 73.66 71.87
S2 68.21 68.21 73.26
S3 63.82 66.74 72.85
S4 59.43 62.35 71.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.06 69.67 4.39 5.9% 1.26 1.7% 100% True False 4,936
10 74.06 63.61 10.45 14.1% 1.19 1.6% 100% True False 4,295
20 74.84 63.61 11.23 15.2% 1.09 1.5% 93% False False 3,987
40 77.20 63.61 13.59 18.3% 1.02 1.4% 77% False False 3,208
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 0.10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.48
2.618 76.78
1.618 75.74
1.000 75.10
0.618 74.70
HIGH 74.06
0.618 73.66
0.500 73.54
0.382 73.42
LOW 73.02
0.618 72.38
1.000 71.98
1.618 71.34
2.618 70.30
4.250 68.60
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 73.89 73.33
PP 73.71 72.60
S1 73.54 71.87

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

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