NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 72.60 71.70 -0.90 -1.2% 65.05
High 72.60 72.37 -0.23 -0.3% 69.77
Low 71.56 71.70 0.14 0.2% 65.05
Close 72.10 72.96 0.86 1.2% 70.67
Range 1.04 0.67 -0.37 -35.6% 4.72
ATR 1.20 1.16 -0.04 -3.2% 0.00
Volume 2,132 3,407 1,275 59.8% 9,930
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 74.35 74.33 73.33
R3 73.68 73.66 73.14
R2 73.01 73.01 73.08
R1 72.99 72.99 73.02 73.00
PP 72.34 72.34 72.34 72.35
S1 72.32 72.32 72.90 72.33
S2 71.67 71.67 72.84
S3 71.00 71.65 72.78
S4 70.33 70.98 72.59
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 72.60 68.16 4.44 6.1% 0.51 0.7% 108% False False 1,889
10 72.60 65.05 7.55 10.3% 0.43 0.6% 105% False False 2,117
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.22
2.618 74.12
1.618 73.45
1.000 73.04
0.618 72.78
HIGH 72.37
0.618 72.11
0.500 72.04
0.382 71.96
LOW 71.70
0.618 71.29
1.000 71.03
1.618 70.62
2.618 69.95
4.250 68.85
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 72.65 72.65
PP 72.34 72.34
S1 72.04 72.03

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

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