NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 69.86 70.51 0.65 0.9% 68.02
High 70.77 72.15 1.38 1.9% 71.90
Low 68.60 70.31 1.71 2.5% 66.87
Close 70.02 71.65 1.63 2.3% 70.24
Range 2.17 1.84 -0.33 -15.2% 5.03
ATR 2.31 2.30 -0.01 -0.6% 0.00
Volume 52,540 46,508 -6,032 -11.5% 179,172
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 76.89 76.11 72.66
R3 75.05 74.27 72.16
R2 73.21 73.21 71.99
R1 72.43 72.43 71.82 72.82
PP 71.37 71.37 71.37 71.57
S1 70.59 70.59 71.48 70.98
S2 69.53 69.53 71.31
S3 67.69 68.75 71.14
S4 65.85 66.91 70.64
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.76 82.53 73.01
R3 79.73 77.50 71.62
R2 74.70 74.70 71.16
R1 72.47 72.47 70.70 73.59
PP 69.67 69.67 69.67 70.23
S1 67.44 67.44 69.78 68.56
S2 64.64 64.64 69.32
S3 59.61 62.41 68.86
S4 54.58 57.38 67.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.15 66.87 5.28 7.4% 2.77 3.9% 91% True False 46,839
10 72.15 63.44 8.71 12.2% 2.38 3.3% 94% True False 36,553
20 72.15 58.36 13.79 19.2% 2.26 3.2% 96% True False 28,981
40 72.15 51.96 20.19 28.2% 2.05 2.9% 98% True False 21,684
60 72.15 48.78 23.37 32.6% 2.07 2.9% 98% True False 17,868
80 72.15 44.19 27.96 39.0% 2.18 3.0% 98% True False 15,565
100 72.15 44.19 27.96 39.0% 2.13 3.0% 98% True False 13,336
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 0.47
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 79.97
2.618 76.97
1.618 75.13
1.000 73.99
0.618 73.29
HIGH 72.15
0.618 71.45
0.500 71.23
0.382 71.01
LOW 70.31
0.618 69.17
1.000 68.47
1.618 67.33
2.618 65.49
4.250 62.49
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 71.51 71.23
PP 71.37 70.80
S1 71.23 70.38

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

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