NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 70.51 72.20 1.69 2.4% 68.02
High 72.15 73.20 1.05 1.5% 71.90
Low 70.31 71.94 1.63 2.3% 66.87
Close 71.65 72.89 1.24 1.7% 70.24
Range 1.84 1.26 -0.58 -31.5% 5.03
ATR 2.30 2.25 -0.05 -2.3% 0.00
Volume 46,508 59,407 12,899 27.7% 179,172
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 76.46 75.93 73.58
R3 75.20 74.67 73.24
R2 73.94 73.94 73.12
R1 73.41 73.41 73.01 73.68
PP 72.68 72.68 72.68 72.81
S1 72.15 72.15 72.77 72.42
S2 71.42 71.42 72.66
S3 70.16 70.89 72.54
S4 68.90 69.63 72.20
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 73.20 67.89 5.31 7.3% 2.27 3.1% 94% True False 52,044
10 73.20 64.10 9.10 12.5% 2.35 3.2% 97% True False 39,287
20 73.20 58.36 14.84 20.4% 2.23 3.1% 98% True False 31,197
40 73.20 51.96 21.24 29.1% 2.05 2.8% 99% True False 22,926
60 73.20 50.94 22.26 30.5% 2.04 2.8% 99% True False 18,755
80 73.20 44.19 29.01 39.8% 2.17 3.0% 99% True False 16,230
100 73.20 44.19 29.01 39.8% 2.11 2.9% 99% True False 13,893
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 25 trading days
Fibonacci Retracements and Extensions
4.250 78.56
2.618 76.50
1.618 75.24
1.000 74.46
0.618 73.98
HIGH 73.20
0.618 72.72
0.500 72.57
0.382 72.42
LOW 71.94
0.618 71.16
1.000 70.68
1.618 69.90
2.618 68.64
4.250 66.59
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 72.78 72.23
PP 72.68 71.56
S1 72.57 70.90

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

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