NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 67.39 68.52 1.13 1.7% 70.06
High 68.53 69.06 0.53 0.8% 70.06
Low 67.39 68.50 1.11 1.6% 66.40
Close 68.60 69.64 1.04 1.5% 66.71
Range 1.14 0.56 -0.58 -50.9% 3.66
ATR
Volume 916 1,225 309 33.7% 8,112
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 70.75 70.75 69.95
R3 70.19 70.19 69.79
R2 69.63 69.63 69.74
R1 69.63 69.63 69.69 69.63
PP 69.07 69.07 69.07 69.07
S1 69.07 69.07 69.59 69.07
S2 68.51 68.51 69.54
S3 67.95 68.51 69.49
S4 67.39 67.95 69.33
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 78.70 76.37 68.72
R3 75.04 72.71 67.72
R2 71.38 71.38 67.38
R1 69.05 69.05 67.05 68.39
PP 67.72 67.72 67.72 67.39
S1 65.39 65.39 66.37 64.73
S2 64.06 64.06 66.04
S3 60.40 61.73 65.70
S4 56.74 58.07 64.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.06 65.75 3.31 4.8% 0.47 0.7% 118% True False 1,759
10 72.25 65.75 6.50 9.3% 0.59 0.9% 60% False False 1,635
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.44
2.618 70.53
1.618 69.97
1.000 69.62
0.618 69.41
HIGH 69.06
0.618 68.85
0.500 68.78
0.382 68.71
LOW 68.50
0.618 68.15
1.000 67.94
1.618 67.59
2.618 67.03
4.250 66.12
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 69.35 69.01
PP 69.07 68.38
S1 68.78 67.75

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

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