NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 73.69 73.80 0.11 0.1% 70.50
High 74.18 73.80 -0.38 -0.5% 74.06
Low 73.52 72.23 -1.29 -1.8% 69.67
Close 73.88 72.98 -0.90 -1.2% 74.06
Range 0.66 1.57 0.91 137.9% 4.39
ATR 1.47 1.48 0.01 0.9% 0.00
Volume 5,365 9,236 3,871 72.2% 24,682
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 77.71 76.92 73.84
R3 76.14 75.35 73.41
R2 74.57 74.57 73.27
R1 73.78 73.78 73.12 73.39
PP 73.00 73.00 73.00 72.81
S1 72.21 72.21 72.84 71.82
S2 71.43 71.43 72.69
S3 69.86 70.64 72.55
S4 68.29 69.07 72.12
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 74.18 69.67 4.51 6.2% 1.35 1.9% 73% False False 6,162
10 74.18 65.71 8.47 11.6% 1.19 1.6% 86% False False 5,289
20 74.64 63.61 11.03 15.1% 1.16 1.6% 85% False False 4,293
40 77.20 63.61 13.59 18.6% 1.03 1.4% 69% False False 3,390
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.47
2.618 77.91
1.618 76.34
1.000 75.37
0.618 74.77
HIGH 73.80
0.618 73.20
0.500 73.02
0.382 72.83
LOW 72.23
0.618 71.26
1.000 70.66
1.618 69.69
2.618 68.12
4.250 65.56
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 73.02 73.21
PP 73.00 73.13
S1 72.99 73.06

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

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