NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 74.19 72.84 -1.35 -1.8% 71.57
High 74.19 72.84 -1.35 -1.8% 75.28
Low 74.19 71.26 -2.93 -3.9% 71.45
Close 74.19 71.37 -2.82 -3.8% 75.34
Range 0.00 1.58 1.58 3.83
ATR 1.12 1.24 0.13 11.6% 0.00
Volume 3,784 1,191 -2,593 -68.5% 17,254
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 76.56 75.55 72.24
R3 74.98 73.97 71.80
R2 73.40 73.40 71.66
R1 72.39 72.39 71.51 72.11
PP 71.82 71.82 71.82 71.68
S1 70.81 70.81 71.23 70.53
S2 70.24 70.24 71.08
S3 68.66 69.23 70.94
S4 67.08 67.65 70.50
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 71.26 4.42 6.2% 0.94 1.3% 2% False True 3,719
10 75.68 68.16 7.52 10.5% 0.72 1.0% 43% False False 2,804
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 79.56
2.618 76.98
1.618 75.40
1.000 74.42
0.618 73.82
HIGH 72.84
0.618 72.24
0.500 72.05
0.382 71.86
LOW 71.26
0.618 70.28
1.000 69.68
1.618 68.70
2.618 67.12
4.250 64.55
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 72.05 73.47
PP 71.82 72.77
S1 71.60 72.07

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

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