NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 73.68 73.52 -0.16 -0.2% 73.12
High 73.68 75.26 1.58 2.1% 76.10
Low 72.94 73.14 0.20 0.3% 72.87
Close 73.65 75.11 1.46 2.0% 73.62
Range 0.74 2.12 1.38 186.5% 3.23
ATR 1.75 1.78 0.03 1.5% 0.00
Volume 1,922 2,843 921 47.9% 18,188
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 80.86 80.11 76.28
R3 78.74 77.99 75.69
R2 76.62 76.62 75.50
R1 75.87 75.87 75.30 76.25
PP 74.50 74.50 74.50 74.69
S1 73.75 73.75 74.92 74.13
S2 72.38 72.38 74.72
S3 70.26 71.63 74.53
S4 68.14 69.51 73.94
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 4.3% 1.67 2.2% 69% False False 4,093
10 76.10 71.82 4.28 5.7% 1.66 2.2% 77% False False 3,976
20 79.61 71.82 7.79 10.4% 1.57 2.1% 42% False False 3,130
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.27
2.618 80.81
1.618 78.69
1.000 77.38
0.618 76.57
HIGH 75.26
0.618 74.45
0.500 74.20
0.382 73.95
LOW 73.14
0.618 71.83
1.000 71.02
1.618 69.71
2.618 67.59
4.250 64.13
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 74.81 74.90
PP 74.50 74.69
S1 74.20 74.49

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

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