NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 69.78 70.95 1.17 1.7% 65.60
High 70.48 71.48 1.00 1.4% 70.48
Low 69.50 70.80 1.30 1.9% 64.26
Close 70.14 71.28 1.14 1.6% 70.14
Range 0.98 0.68 -0.30 -30.6% 6.22
ATR
Volume 4,012 3,067 -945 -23.6% 16,732
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 73.23 72.93 71.65
R3 72.55 72.25 71.47
R2 71.87 71.87 71.40
R1 71.57 71.57 71.34 71.72
PP 71.19 71.19 71.19 71.26
S1 70.89 70.89 71.22 71.04
S2 70.51 70.51 71.16
S3 69.83 70.21 71.09
S4 69.15 69.53 70.91
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 86.95 84.77 73.56
R3 80.73 78.55 71.85
R2 74.51 74.51 71.28
R1 72.33 72.33 70.71 73.42
PP 68.29 68.29 68.29 68.84
S1 66.11 66.11 69.57 67.20
S2 62.07 62.07 69.00
S3 55.85 59.89 68.43
S4 49.63 53.67 66.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.48 65.05 6.43 9.0% 1.07 1.5% 97% True False 3,001
10 71.48 64.26 7.22 10.1% 1.06 1.5% 97% True False 3,289
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.15
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 74.37
2.618 73.26
1.618 72.58
1.000 72.16
0.618 71.90
HIGH 71.48
0.618 71.22
0.500 71.14
0.382 71.06
LOW 70.80
0.618 70.38
1.000 70.12
1.618 69.70
2.618 69.02
4.250 67.91
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 71.23 70.65
PP 71.19 70.02
S1 71.14 69.40

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

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