NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 71.83 71.81 -0.02 0.0% 69.30
High 72.42 72.84 0.42 0.6% 72.84
Low 70.18 70.38 0.20 0.3% 69.09
Close 71.94 70.93 -1.01 -1.4% 70.93
Range 2.24 2.46 0.22 9.8% 3.75
ATR 2.67 2.65 -0.01 -0.6% 0.00
Volume 307,551 328,670 21,119 6.9% 1,646,389
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 78.76 77.31 72.28
R3 76.30 74.85 71.61
R2 73.84 73.84 71.38
R1 72.39 72.39 71.16 71.89
PP 71.38 71.38 71.38 71.13
S1 69.93 69.93 70.70 69.43
S2 68.92 68.92 70.48
S3 66.46 67.47 70.25
S4 64.00 65.01 69.58
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 82.20 80.32 72.99
R3 78.45 76.57 71.96
R2 74.70 74.70 71.62
R1 72.82 72.82 71.27 73.76
PP 70.95 70.95 70.95 71.43
S1 69.07 69.07 70.59 70.01
S2 67.20 67.20 70.24
S3 63.45 65.32 69.90
S4 59.70 61.57 68.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.84 69.09 3.75 5.3% 2.35 3.3% 49% True False 329,277
10 72.84 62.70 10.14 14.3% 2.91 4.1% 81% True False 304,902
20 72.84 59.30 13.54 19.1% 2.57 3.6% 86% True False 257,555
40 74.25 59.30 14.95 21.1% 2.65 3.7% 78% False False 162,266
60 74.66 58.36 16.30 23.0% 2.50 3.5% 77% False False 119,987
80 74.66 51.96 22.70 32.0% 2.37 3.3% 84% False False 94,026
100 74.66 51.96 22.70 32.0% 2.26 3.2% 84% False False 77,266
120 74.66 44.19 30.47 43.0% 2.31 3.3% 88% False False 65,853
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.59
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 83.30
2.618 79.28
1.618 76.82
1.000 75.30
0.618 74.36
HIGH 72.84
0.618 71.90
0.500 71.61
0.382 71.32
LOW 70.38
0.618 68.86
1.000 67.92
1.618 66.40
2.618 63.94
4.250 59.93
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 71.61 71.28
PP 71.38 71.16
S1 71.16 71.05

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

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