NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 71.82 74.82 3.00 4.2% 72.18
High 71.94 75.42 3.48 4.8% 75.95
Low 71.82 74.69 2.87 4.0% 71.91
Close 72.01 75.44 3.43 4.8% 75.95
Range 0.12 0.73 0.61 508.3% 4.04
ATR 1.37 1.52 0.15 10.6% 0.00
Volume 1,091 1,168 77 7.1% 15,265
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 77.37 77.14 75.84
R3 76.64 76.41 75.64
R2 75.91 75.91 75.57
R1 75.68 75.68 75.51 75.80
PP 75.18 75.18 75.18 75.24
S1 74.95 74.95 75.37 75.07
S2 74.45 74.45 75.31
S3 73.72 74.22 75.24
S4 72.99 73.49 75.04
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 86.72 85.38 78.17
R3 82.68 81.34 77.06
R2 78.64 78.64 76.69
R1 77.30 77.30 76.32 77.97
PP 74.60 74.60 74.60 74.94
S1 73.26 73.26 75.58 73.93
S2 70.56 70.56 75.21
S3 66.52 69.22 74.84
S4 62.48 65.18 73.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.95 71.82 4.13 5.5% 0.49 0.6% 88% False False 2,206
10 75.95 70.62 5.33 7.1% 0.62 0.8% 90% False False 2,285
20 75.95 65.75 10.20 13.5% 0.61 0.8% 95% False False 1,960
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 78.52
2.618 77.33
1.618 76.60
1.000 76.15
0.618 75.87
HIGH 75.42
0.618 75.14
0.500 75.06
0.382 74.97
LOW 74.69
0.618 74.24
1.000 73.96
1.618 73.51
2.618 72.78
4.250 71.59
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 75.31 74.83
PP 75.18 74.23
S1 75.06 73.62

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

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