NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 70.00 71.80 1.80 2.6% 71.60
High 72.38 72.83 0.45 0.6% 72.83
Low 70.00 70.44 0.44 0.6% 68.23
Close 71.81 70.76 -1.05 -1.5% 70.76
Range 2.38 2.39 0.01 0.4% 4.60
ATR 2.22 2.23 0.01 0.6% 0.00
Volume 14,621 22,334 7,713 52.8% 80,936
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.51 77.03 72.07
R3 76.12 74.64 71.42
R2 73.73 73.73 71.20
R1 72.25 72.25 70.98 71.80
PP 71.34 71.34 71.34 71.12
S1 69.86 69.86 70.54 69.41
S2 68.95 68.95 70.32
S3 66.56 67.47 70.10
S4 64.17 65.08 69.45
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.41 82.18 73.29
R3 79.81 77.58 72.03
R2 75.21 75.21 71.60
R1 72.98 72.98 71.18 71.80
PP 70.61 70.61 70.61 70.01
S1 68.38 68.38 70.34 67.20
S2 66.01 66.01 69.92
S3 61.41 63.78 69.50
S4 56.81 59.18 68.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.83 68.23 4.60 6.5% 2.52 3.6% 55% True False 16,187
10 74.84 68.23 6.61 9.3% 2.41 3.4% 38% False False 14,256
20 75.27 67.85 7.42 10.5% 2.21 3.1% 39% False False 14,906
40 75.27 55.52 19.75 27.9% 1.99 2.8% 77% False False 12,524
60 75.27 53.00 22.27 31.5% 1.85 2.6% 80% False False 10,747
80 75.27 48.64 26.63 37.6% 1.83 2.6% 83% False False 9,614
100 75.27 45.06 30.21 42.7% 1.78 2.5% 85% False False 8,624
120 75.27 45.06 30.21 42.7% 1.69 2.4% 85% False False 7,718
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.50
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.99
2.618 79.09
1.618 76.70
1.000 75.22
0.618 74.31
HIGH 72.83
0.618 71.92
0.500 71.64
0.382 71.35
LOW 70.44
0.618 68.96
1.000 68.05
1.618 66.57
2.618 64.18
4.250 60.28
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 71.64 71.24
PP 71.34 71.08
S1 71.05 70.92

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

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