NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 72.89 71.00 -1.89 -2.6% 68.61
High 72.93 73.42 0.49 0.7% 73.90
Low 70.30 70.51 0.21 0.3% 68.24
Close 71.31 71.16 -0.15 -0.2% 72.75
Range 2.63 2.91 0.28 10.6% 5.66
ATR 2.27 2.32 0.05 2.0% 0.00
Volume 83,499 88,091 4,592 5.5% 714,333
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 80.43 78.70 72.76
R3 77.52 75.79 71.96
R2 74.61 74.61 71.69
R1 72.88 72.88 71.43 73.75
PP 71.70 71.70 71.70 72.13
S1 69.97 69.97 70.89 70.84
S2 68.79 68.79 70.63
S3 65.88 67.06 70.36
S4 62.97 64.15 69.56
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 88.61 86.34 75.86
R3 82.95 80.68 74.31
R2 77.29 77.29 73.79
R1 75.02 75.02 73.27 76.16
PP 71.63 71.63 71.63 72.20
S1 69.36 69.36 72.23 70.50
S2 65.97 65.97 71.71
S3 60.31 63.70 71.19
S4 54.65 58.04 69.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.90 70.30 3.60 5.1% 2.10 2.9% 24% False False 129,743
10 73.90 65.92 7.98 11.2% 2.43 3.4% 66% False False 116,947
20 73.90 59.63 14.27 20.1% 2.24 3.1% 81% False False 89,183
40 73.90 50.76 23.14 32.5% 2.19 3.1% 88% False False 61,583
60 73.90 50.76 23.14 32.5% 2.20 3.1% 88% False False 45,463
80 73.90 44.00 29.90 42.0% 2.26 3.2% 91% False False 36,644
100 73.90 43.34 30.56 42.9% 2.22 3.1% 91% False False 30,650
120 73.90 43.34 30.56 42.9% 2.14 3.0% 91% False False 26,188
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 0.38
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 85.79
2.618 81.04
1.618 78.13
1.000 76.33
0.618 75.22
HIGH 73.42
0.618 72.31
0.500 71.97
0.382 71.62
LOW 70.51
0.618 68.71
1.000 67.60
1.618 65.80
2.618 62.89
4.250 58.14
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 71.97 71.86
PP 71.70 71.63
S1 71.43 71.39

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

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