NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 74.48 75.68 1.20 1.6% 71.57
High 75.28 75.68 0.40 0.5% 75.28
Low 74.48 74.81 0.33 0.4% 71.45
Close 75.34 75.07 -0.27 -0.4% 75.34
Range 0.80 0.87 0.07 8.8% 3.83
ATR 1.15 1.13 -0.02 -1.8% 0.00
Volume 6,425 3,113 -3,312 -51.5% 17,254
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 77.80 77.30 75.55
R3 76.93 76.43 75.31
R2 76.06 76.06 75.23
R1 75.56 75.56 75.15 75.38
PP 75.19 75.19 75.19 75.09
S1 74.69 74.69 74.99 74.51
S2 74.32 74.32 74.91
S3 73.45 73.82 74.83
S4 72.58 72.95 74.59
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 85.51 84.26 77.45
R3 81.68 80.43 76.39
R2 77.85 77.85 76.04
R1 76.60 76.60 75.69 77.23
PP 74.02 74.02 74.02 74.34
S1 72.77 72.77 74.99 73.40
S2 70.19 70.19 74.64
S3 66.36 68.94 74.29
S4 62.53 65.11 73.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.68 71.56 4.12 5.5% 0.96 1.3% 85% True False 3,832
10 75.68 65.71 9.97 13.3% 0.67 0.9% 94% True False 2,650
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 0.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.38
2.618 77.96
1.618 77.09
1.000 76.55
0.618 76.22
HIGH 75.68
0.618 75.35
0.500 75.25
0.382 75.14
LOW 74.81
0.618 74.27
1.000 73.94
1.618 73.40
2.618 72.53
4.250 71.11
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 75.25 74.82
PP 75.19 74.57
S1 75.13 74.32

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

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