NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 70.34 69.25 -1.09 -1.5% 70.20
High 71.29 71.92 0.63 0.9% 71.29
Low 68.81 68.36 -0.45 -0.7% 66.37
Close 69.16 71.49 2.33 3.4% 69.16
Range 2.48 3.56 1.08 43.5% 4.92
ATR 2.48 2.55 0.08 3.1% 0.00
Volume 254,942 208,025 -46,917 -18.4% 1,327,226
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 81.27 79.94 73.45
R3 77.71 76.38 72.47
R2 74.15 74.15 72.14
R1 72.82 72.82 71.82 73.49
PP 70.59 70.59 70.59 70.92
S1 69.26 69.26 71.16 69.93
S2 67.03 67.03 70.84
S3 63.47 65.70 70.51
S4 59.91 62.14 69.53
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 83.70 81.35 71.87
R3 78.78 76.43 70.51
R2 73.86 73.86 70.06
R1 71.51 71.51 69.61 70.23
PP 68.94 68.94 68.94 68.30
S1 66.59 66.59 68.71 65.31
S2 64.02 64.02 68.26
S3 59.10 61.67 67.81
S4 54.18 56.75 66.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.92 66.37 5.55 7.8% 2.79 3.9% 92% True False 252,838
10 73.42 66.37 7.05 9.9% 2.78 3.9% 73% False False 203,867
20 73.90 65.92 7.98 11.2% 2.53 3.5% 70% False False 159,332
40 73.90 55.33 18.57 26.0% 2.34 3.3% 87% False False 104,682
60 73.90 50.76 23.14 32.4% 2.35 3.3% 90% False False 76,646
80 73.90 47.14 26.76 37.4% 2.30 3.2% 91% False False 59,949
100 73.90 43.34 30.56 42.7% 2.29 3.2% 92% False False 49,594
120 73.90 43.34 30.56 42.7% 2.22 3.1% 92% False False 42,245
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 87.05
2.618 81.24
1.618 77.68
1.000 75.48
0.618 74.12
HIGH 71.92
0.618 70.56
0.500 70.14
0.382 69.72
LOW 68.36
0.618 66.16
1.000 64.80
1.618 62.60
2.618 59.04
4.250 53.23
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 71.04 71.00
PP 70.59 70.51
S1 70.14 70.02

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

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