NYMEX Light Sweet Crude Oil Future October 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 62.08 62.07 -0.01 0.0% 67.28
High 62.61 63.22 0.61 1.0% 67.30
Low 60.43 61.15 0.72 1.2% 60.96
Close 61.62 61.50 -0.12 -0.2% 61.94
Range 2.18 2.07 -0.11 -5.0% 6.34
ATR 2.42 2.39 -0.02 -1.0% 0.00
Volume 28,402 30,949 2,547 9.0% 159,758
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 68.17 66.90 62.64
R3 66.10 64.83 62.07
R2 64.03 64.03 61.88
R1 62.76 62.76 61.69 62.36
PP 61.96 61.96 61.96 61.76
S1 60.69 60.69 61.31 60.29
S2 59.89 59.89 61.12
S3 57.82 58.62 60.93
S4 55.75 56.55 60.36
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 82.42 78.52 65.43
R3 76.08 72.18 63.68
R2 69.74 69.74 63.10
R1 65.84 65.84 62.52 64.62
PP 63.40 63.40 63.40 62.79
S1 59.50 59.50 61.36 58.28
S2 57.06 57.06 60.78
S3 50.72 53.16 60.20
S4 44.38 46.82 58.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.59 60.43 4.16 6.8% 2.19 3.6% 26% False False 32,443
10 73.42 60.43 12.99 21.1% 2.33 3.8% 8% False False 29,516
20 74.85 60.43 14.42 23.4% 2.51 4.1% 7% False False 22,323
40 75.27 60.43 14.84 24.1% 2.23 3.6% 7% False False 17,538
60 75.27 53.00 22.27 36.2% 2.02 3.3% 38% False False 14,768
80 75.27 53.00 22.27 36.2% 1.92 3.1% 38% False False 12,719
100 75.27 46.31 28.96 47.1% 1.91 3.1% 52% False False 11,338
120 75.27 45.06 30.21 49.1% 1.83 3.0% 54% False False 10,111
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.02
2.618 68.64
1.618 66.57
1.000 65.29
0.618 64.50
HIGH 63.22
0.618 62.43
0.500 62.19
0.382 61.94
LOW 61.15
0.618 59.87
1.000 59.08
1.618 57.80
2.618 55.73
4.250 52.35
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 62.19 61.83
PP 61.96 61.72
S1 61.73 61.61

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

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