NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 71.00 71.42 0.42 0.6% 68.61
High 71.99 72.33 0.34 0.5% 73.90
Low 69.70 70.82 1.12 1.6% 68.24
Close 71.70 71.91 0.21 0.3% 72.75
Range 2.29 1.51 -0.78 -34.1% 5.66
ATR 2.32 2.26 -0.06 -2.5% 0.00
Volume 116,773 148,107 31,334 26.8% 714,333
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 76.22 75.57 72.74
R3 74.71 74.06 72.33
R2 73.20 73.20 72.19
R1 72.55 72.55 72.05 72.88
PP 71.69 71.69 71.69 71.85
S1 71.04 71.04 71.77 71.37
S2 70.18 70.18 71.63
S3 68.67 69.53 71.49
S4 67.16 68.02 71.08
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 73.42 69.70 3.72 5.2% 2.23 3.1% 59% False False 117,488
10 73.90 68.24 5.66 7.9% 2.06 2.9% 65% False False 125,072
20 73.90 60.30 13.60 18.9% 2.21 3.1% 85% False False 97,832
40 73.90 50.82 23.08 32.1% 2.19 3.0% 91% False False 67,054
60 73.90 50.76 23.14 32.2% 2.21 3.1% 91% False False 49,609
80 73.90 45.00 28.90 40.2% 2.25 3.1% 93% False False 39,758
100 73.90 43.34 30.56 42.5% 2.20 3.1% 93% False False 33,165
120 73.90 43.34 30.56 42.5% 2.17 3.0% 93% False False 28,303
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.45
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 78.75
2.618 76.28
1.618 74.77
1.000 73.84
0.618 73.26
HIGH 72.33
0.618 71.75
0.500 71.58
0.382 71.40
LOW 70.82
0.618 69.89
1.000 69.31
1.618 68.38
2.618 66.87
4.250 64.40
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 71.80 71.79
PP 71.69 71.68
S1 71.58 71.56

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

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