NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 71.79 70.50 -1.29 -1.8% 70.50
High 71.79 73.34 1.55 2.2% 74.06
Low 69.73 70.50 0.77 1.1% 69.67
Close 69.92 73.36 3.44 4.9% 74.06
Range 2.06 2.84 0.78 37.9% 4.39
ATR 1.60 1.73 0.13 8.1% 0.00
Volume 3,608 4,161 553 15.3% 24,682
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 80.92 79.98 74.92
R3 78.08 77.14 74.14
R2 75.24 75.24 73.88
R1 74.30 74.30 73.62 74.77
PP 72.40 72.40 72.40 72.64
S1 71.46 71.46 73.10 71.93
S2 69.56 69.56 72.84
S3 66.72 68.62 72.58
S4 63.88 65.78 71.80
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 6.1% 1.63 2.2% 82% False False 6,026
10 74.18 69.23 4.95 6.7% 1.41 1.9% 83% False False 5,121
20 74.18 63.61 10.57 14.4% 1.22 1.7% 92% False False 4,315
40 77.20 63.61 13.59 18.5% 1.07 1.5% 72% False False 3,422
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 53 trading days
Fibonacci Retracements and Extensions
4.250 85.41
2.618 80.78
1.618 77.94
1.000 76.18
0.618 75.10
HIGH 73.34
0.618 72.26
0.500 71.92
0.382 71.58
LOW 70.50
0.618 68.74
1.000 67.66
1.618 65.90
2.618 63.06
4.250 58.43
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 72.88 72.83
PP 72.40 72.30
S1 71.92 71.77

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

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