NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 62.31 60.38 -1.93 -3.1% 69.25
High 62.68 61.62 -1.06 -1.7% 73.38
Low 60.01 59.25 -0.76 -1.3% 66.26
Close 60.14 60.41 0.27 0.4% 66.73
Range 2.67 2.37 -0.30 -11.2% 7.12
ATR 2.83 2.79 -0.03 -1.2% 0.00
Volume 262,358 334,958 72,600 27.7% 1,074,093
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 67.54 66.34 61.71
R3 65.17 63.97 61.06
R2 62.80 62.80 60.84
R1 61.60 61.60 60.63 62.20
PP 60.43 60.43 60.43 60.73
S1 59.23 59.23 60.19 59.83
S2 58.06 58.06 59.98
S3 55.69 56.86 59.76
S4 53.32 54.49 59.11
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 90.15 85.56 70.65
R3 83.03 78.44 68.69
R2 75.91 75.91 68.04
R1 71.32 71.32 67.38 70.06
PP 68.79 68.79 68.79 68.16
S1 64.20 64.20 66.08 62.94
S2 61.67 61.67 65.42
S3 54.55 57.08 64.77
S4 47.43 49.96 62.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.74 59.25 10.49 17.4% 2.69 4.5% 11% False True 280,437
10 73.38 59.25 14.13 23.4% 3.01 5.0% 8% False True 266,944
20 73.90 59.25 14.65 24.3% 2.77 4.6% 8% False True 220,098
40 73.90 57.52 16.38 27.1% 2.53 4.2% 18% False False 146,786
60 73.90 50.76 23.14 38.3% 2.36 3.9% 42% False False 107,423
80 73.90 48.06 25.84 42.8% 2.37 3.9% 48% False False 83,442
100 73.90 43.34 30.56 50.6% 2.37 3.9% 56% False False 68,765
120 73.90 43.34 30.56 50.6% 2.31 3.8% 56% False False 58,352
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.81
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 71.69
2.618 67.82
1.618 65.45
1.000 63.99
0.618 63.08
HIGH 61.62
0.618 60.71
0.500 60.44
0.382 60.16
LOW 59.25
0.618 57.79
1.000 56.88
1.618 55.42
2.618 53.05
4.250 49.18
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 60.44 62.08
PP 60.43 61.52
S1 60.42 60.97

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

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