NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 70.50 72.81 2.31 3.3% 73.69
High 73.34 74.86 1.52 2.1% 74.86
Low 70.50 72.40 1.90 2.7% 69.73
Close 73.36 74.73 1.37 1.9% 74.73
Range 2.84 2.46 -0.38 -13.4% 5.13
ATR 1.73 1.79 0.05 3.0% 0.00
Volume 4,161 4,278 117 2.8% 26,648
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 81.38 80.51 76.08
R3 78.92 78.05 75.41
R2 76.46 76.46 75.18
R1 75.59 75.59 74.96 76.03
PP 74.00 74.00 74.00 74.21
S1 73.13 73.13 74.50 73.57
S2 71.54 71.54 74.28
S3 69.08 70.67 74.05
S4 66.62 68.21 73.38
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 88.50 86.74 77.55
R3 83.37 81.61 76.14
R2 78.24 78.24 75.67
R1 76.48 76.48 75.20 77.36
PP 73.11 73.11 73.11 73.55
S1 71.35 71.35 74.26 72.23
S2 67.98 67.98 73.79
S3 62.85 66.22 73.32
S4 57.72 61.09 71.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.86 69.73 5.13 6.9% 1.92 2.6% 97% True False 5,329
10 74.86 69.67 5.19 6.9% 1.59 2.1% 97% True False 5,133
20 74.86 63.61 11.25 15.1% 1.34 1.8% 99% True False 4,352
40 77.20 63.61 13.59 18.2% 1.10 1.5% 82% False False 3,447
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 2 trading days
Fibonacci Retracements and Extensions
4.250 85.32
2.618 81.30
1.618 78.84
1.000 77.32
0.618 76.38
HIGH 74.86
0.618 73.92
0.500 73.63
0.382 73.34
LOW 72.40
0.618 70.88
1.000 69.94
1.618 68.42
2.618 65.96
4.250 61.95
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 74.36 73.92
PP 74.00 73.11
S1 73.63 72.30

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

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