NYMEX Light Sweet Crude Oil Future April 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 69.77 71.57 1.80 2.6% 65.05
High 69.77 71.57 1.80 2.6% 69.77
Low 69.77 71.45 1.68 2.4% 65.05
Close 70.67 71.86 1.19 1.7% 70.67
Range 0.00 0.12 0.12 4.72
ATR
Volume 1,491 1,207 -284 -19.0% 9,930
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 71.99 72.04 71.93
R3 71.87 71.92 71.89
R2 71.75 71.75 71.88
R1 71.80 71.80 71.87 71.78
PP 71.63 71.63 71.63 71.61
S1 71.68 71.68 71.85 71.66
S2 71.51 71.51 71.84
S3 71.39 71.56 71.83
S4 71.27 71.44 71.79
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 82.66 81.38 73.27
R3 77.94 76.66 71.97
R2 73.22 73.22 71.54
R1 71.94 71.94 71.10 72.58
PP 68.50 68.50 68.50 68.82
S1 67.22 67.22 70.24 67.86
S2 63.78 63.78 69.80
S3 59.06 62.50 69.37
S4 54.34 57.78 68.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.57 65.71 5.86 8.2% 0.37 0.5% 105% True False 1,469
10 71.57 65.05 6.52 9.1% 0.47 0.7% 104% True False 1,951
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.08
2.618 71.88
1.618 71.76
1.000 71.69
0.618 71.64
HIGH 71.57
0.618 71.52
0.500 71.51
0.382 71.50
LOW 71.45
0.618 71.38
1.000 71.33
1.618 71.26
2.618 71.14
4.250 70.94
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 71.74 71.20
PP 71.63 70.53
S1 71.51 69.87

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

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