NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 59.86 60.14 0.28 0.5% 65.54
High 60.67 61.46 0.79 1.3% 65.65
Low 58.32 59.15 0.83 1.4% 58.72
Close 59.69 59.52 -0.17 -0.3% 59.89
Range 2.35 2.31 -0.04 -1.7% 6.93
ATR 2.72 2.69 -0.03 -1.1% 0.00
Volume 264,745 301,907 37,162 14.0% 1,412,352
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 66.97 65.56 60.79
R3 64.66 63.25 60.16
R2 62.35 62.35 59.94
R1 60.94 60.94 59.73 60.49
PP 60.04 60.04 60.04 59.82
S1 58.63 58.63 59.31 58.18
S2 57.73 57.73 59.10
S3 55.42 56.32 58.88
S4 53.11 54.01 58.25
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 82.21 77.98 63.70
R3 75.28 71.05 61.80
R2 68.35 68.35 61.16
R1 64.12 64.12 60.53 62.77
PP 61.42 61.42 61.42 60.75
S1 57.19 57.19 59.25 55.84
S2 54.49 54.49 58.62
S3 47.56 50.26 57.98
S4 40.63 43.33 56.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.68 58.32 4.36 7.3% 2.37 4.0% 28% False False 295,753
10 73.38 58.32 15.06 25.3% 2.81 4.7% 8% False False 284,507
20 73.42 58.32 15.10 25.4% 2.79 4.7% 8% False False 244,187
40 73.90 57.57 16.33 27.4% 2.52 4.2% 12% False False 165,347
60 73.90 50.76 23.14 38.9% 2.40 4.0% 38% False False 121,219
80 73.90 50.76 23.14 38.9% 2.35 3.9% 38% False False 94,164
100 73.90 43.34 30.56 51.3% 2.37 4.0% 53% False False 77,322
120 73.90 43.34 30.56 51.3% 2.30 3.9% 53% False False 65,572
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.83
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.28
2.618 67.51
1.618 65.20
1.000 63.77
0.618 62.89
HIGH 61.46
0.618 60.58
0.500 60.31
0.382 60.03
LOW 59.15
0.618 57.72
1.000 56.84
1.618 55.41
2.618 53.10
4.250 49.33
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 60.31 59.89
PP 60.04 59.77
S1 59.78 59.64

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

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