NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 73.80 71.79 -2.01 -2.7% 70.50
High 73.80 71.79 -2.01 -2.7% 74.06
Low 72.23 69.73 -2.50 -3.5% 69.67
Close 72.98 69.92 -3.06 -4.2% 74.06
Range 1.57 2.06 0.49 31.2% 4.39
ATR 1.48 1.60 0.13 8.6% 0.00
Volume 9,236 3,608 -5,628 -60.9% 24,682
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 76.66 75.35 71.05
R3 74.60 73.29 70.49
R2 72.54 72.54 70.30
R1 71.23 71.23 70.11 70.86
PP 70.48 70.48 70.48 70.29
S1 69.17 69.17 69.73 68.80
S2 68.42 68.42 69.54
S3 66.36 67.11 69.35
S4 64.30 65.05 68.79
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 69.73 4.45 6.4% 1.37 2.0% 4% False True 5,989
10 74.18 66.86 7.32 10.5% 1.24 1.8% 42% False False 5,166
20 74.18 63.61 10.57 15.1% 1.16 1.7% 60% False False 4,242
40 77.20 63.61 13.59 19.4% 1.05 1.5% 46% False False 3,435
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 0.06
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 80.55
2.618 77.18
1.618 75.12
1.000 73.85
0.618 73.06
HIGH 71.79
0.618 71.00
0.500 70.76
0.382 70.52
LOW 69.73
0.618 68.46
1.000 67.67
1.618 66.40
2.618 64.34
4.250 60.98
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 70.76 71.96
PP 70.48 71.28
S1 70.20 70.60

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

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