NYMEX Light Sweet Crude Oil Future October 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 73.77 73.60 -0.17 -0.2% 71.15
High 74.44 74.51 0.07 0.1% 74.51
Low 72.31 72.28 -0.03 0.0% 70.78
Close 73.87 72.78 -1.09 -1.5% 72.78
Range 2.13 2.23 0.10 4.7% 3.73
ATR 2.56 2.53 -0.02 -0.9% 0.00
Volume 109,946 121,815 11,869 10.8% 550,279
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 79.88 78.56 74.01
R3 77.65 76.33 73.39
R2 75.42 75.42 73.19
R1 74.10 74.10 72.98 73.65
PP 73.19 73.19 73.19 72.96
S1 71.87 71.87 72.58 71.42
S2 70.96 70.96 72.37
S3 68.73 69.64 72.17
S4 66.50 67.41 71.55
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 83.88 82.06 74.83
R3 80.15 78.33 73.81
R2 76.42 76.42 73.46
R1 74.60 74.60 73.12 75.51
PP 72.69 72.69 72.69 73.15
S1 70.87 70.87 72.44 71.78
S2 68.96 68.96 72.10
S3 65.23 67.14 71.75
S4 61.50 63.41 70.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.51 70.78 3.73 5.1% 2.29 3.1% 54% True False 110,055
10 74.51 64.69 9.82 13.5% 2.79 3.8% 82% True False 93,203
20 74.51 60.43 14.08 19.3% 2.45 3.4% 88% True False 73,064
40 74.85 60.43 14.42 19.8% 2.50 3.4% 86% False False 46,687
60 75.27 59.20 16.07 22.1% 2.32 3.2% 85% False False 35,350
80 75.27 53.00 22.27 30.6% 2.13 2.9% 89% False False 28,698
100 75.27 53.00 22.27 30.6% 2.02 2.8% 89% False False 24,323
120 75.27 45.81 29.46 40.5% 1.99 2.7% 92% False False 21,210
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.99
2.618 80.35
1.618 78.12
1.000 76.74
0.618 75.89
HIGH 74.51
0.618 73.66
0.500 73.40
0.382 73.13
LOW 72.28
0.618 70.90
1.000 70.05
1.618 68.67
2.618 66.44
4.250 62.80
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 73.40 73.12
PP 73.19 73.00
S1 72.99 72.89

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

View Archives - Comment on this page... - Back to Index of Symbols