NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 78.60 79.11 0.51 0.6% 72.60
High 78.84 81.36 2.52 3.2% 76.04
Low 78.37 79.09 0.72 0.9% 71.85
Close 78.76 81.05 2.29 2.9% 75.78
Range 0.47 2.27 1.80 383.0% 4.19
ATR 1.70 1.76 0.06 3.8% 0.00
Volume 1,949 1,988 39 2.0% 12,753
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 87.31 86.45 82.30
R3 85.04 84.18 81.67
R2 82.77 82.77 81.47
R1 81.91 81.91 81.26 82.34
PP 80.50 80.50 80.50 80.72
S1 79.64 79.64 80.84 80.07
S2 78.23 78.23 80.63
S3 75.96 77.37 80.43
S4 73.69 75.10 79.80
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 87.13 85.64 78.08
R3 82.94 81.45 76.93
R2 78.75 78.75 76.55
R1 77.26 77.26 76.16 78.01
PP 74.56 74.56 74.56 74.93
S1 73.07 73.07 75.40 73.82
S2 70.37 70.37 75.01
S3 66.18 68.88 74.63
S4 61.99 64.69 73.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.36 74.95 6.41 7.9% 1.10 1.4% 95% True False 3,016
10 81.36 71.85 9.51 11.7% 1.45 1.8% 97% True False 2,862
20 81.36 70.06 11.30 13.9% 1.49 1.8% 97% True False 2,553
40 81.36 70.06 11.30 13.9% 1.43 1.8% 97% True False 2,839
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 91.01
2.618 87.30
1.618 85.03
1.000 83.63
0.618 82.76
HIGH 81.36
0.618 80.49
0.500 80.23
0.382 79.96
LOW 79.09
0.618 77.69
1.000 76.82
1.618 75.42
2.618 73.15
4.250 69.44
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 80.78 80.45
PP 80.50 79.85
S1 80.23 79.25

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

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