NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 74.66 72.95 -1.71 -2.3% 73.68
High 74.66 72.95 -1.71 -2.3% 76.87
Low 72.50 70.56 -1.94 -2.7% 72.94
Close 73.29 70.56 -2.73 -3.7% 76.47
Range 2.16 2.39 0.23 10.6% 3.93
ATR 1.80 1.87 0.07 3.7% 0.00
Volume 2,645 4,092 1,447 54.7% 10,439
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 78.53 76.93 71.87
R3 76.14 74.54 71.22
R2 73.75 73.75 71.00
R1 72.15 72.15 70.78 71.76
PP 71.36 71.36 71.36 71.16
S1 69.76 69.76 70.34 69.37
S2 68.97 68.97 70.12
S3 66.58 67.37 69.90
S4 64.19 64.98 69.25
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 87.22 85.77 78.63
R3 83.29 81.84 77.55
R2 79.36 79.36 77.19
R1 77.91 77.91 76.83 78.64
PP 75.43 75.43 75.43 75.79
S1 73.98 73.98 76.11 74.71
S2 71.50 71.50 75.75
S3 67.57 70.05 75.39
S4 63.64 66.12 74.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.79 70.56 6.23 8.8% 1.41 2.0% 0% False True 2,350
10 76.87 70.56 6.31 8.9% 1.56 2.2% 0% False True 2,362
20 78.17 70.56 7.61 10.8% 1.47 2.1% 0% False True 3,056
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 0.09
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 83.11
2.618 79.21
1.618 76.82
1.000 75.34
0.618 74.43
HIGH 72.95
0.618 72.04
0.500 71.76
0.382 71.47
LOW 70.56
0.618 69.08
1.000 68.17
1.618 66.69
2.618 64.30
4.250 60.40
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 71.76 73.06
PP 71.36 72.22
S1 70.96 71.39

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

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