NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 76.10 73.68 -2.42 -3.2% 73.12
High 76.10 73.68 -2.42 -3.2% 76.10
Low 72.87 72.94 0.07 0.1% 72.87
Close 73.62 73.65 0.03 0.0% 73.62
Range 3.23 0.74 -2.49 -77.1% 3.23
ATR 1.83 1.75 -0.08 -4.3% 0.00
Volume 2,181 1,922 -259 -11.9% 18,188
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 75.64 75.39 74.06
R3 74.90 74.65 73.85
R2 74.16 74.16 73.79
R1 73.91 73.91 73.72 73.67
PP 73.42 73.42 73.42 73.30
S1 73.17 73.17 73.58 72.93
S2 72.68 72.68 73.51
S3 71.94 72.43 73.45
S4 71.20 71.69 73.24
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 83.89 81.98 75.40
R3 80.66 78.75 74.51
R2 77.43 77.43 74.21
R1 75.52 75.52 73.92 76.48
PP 74.20 74.20 74.20 74.67
S1 72.29 72.29 73.32 73.25
S2 70.97 70.97 73.03
S3 67.74 69.06 72.73
S4 64.51 65.83 71.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.10 72.87 3.23 4.4% 1.75 2.4% 24% False False 4,022
10 76.10 71.82 4.28 5.8% 1.56 2.1% 43% False False 3,842
20 79.61 71.82 7.79 10.6% 1.53 2.1% 23% False False 3,082
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 76.83
2.618 75.62
1.618 74.88
1.000 74.42
0.618 74.14
HIGH 73.68
0.618 73.40
0.500 73.31
0.382 73.22
LOW 72.94
0.618 72.48
1.000 72.20
1.618 71.74
2.618 71.00
4.250 69.80
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 73.54 74.49
PP 73.42 74.21
S1 73.31 73.93

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

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