NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 73.60 72.54 -1.06 -1.4% 71.15
High 74.51 73.41 -1.10 -1.5% 74.51
Low 72.28 72.00 -0.28 -0.4% 70.78
Close 72.78 72.61 -0.17 -0.2% 72.78
Range 2.23 1.41 -0.82 -36.8% 3.73
ATR 2.53 2.45 -0.08 -3.2% 0.00
Volume 121,815 165,310 43,495 35.7% 550,279
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 76.90 76.17 73.39
R3 75.49 74.76 73.00
R2 74.08 74.08 72.87
R1 73.35 73.35 72.74 73.72
PP 72.67 72.67 72.67 72.86
S1 71.94 71.94 72.48 72.31
S2 71.26 71.26 72.35
S3 69.85 70.53 72.22
S4 68.44 69.12 71.83
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 71.72 2.79 3.8% 2.00 2.7% 32% False False 121,589
10 74.51 64.69 9.82 13.5% 2.80 3.9% 81% False False 103,994
20 74.51 61.15 13.36 18.4% 2.42 3.3% 86% False False 79,909
40 74.85 60.43 14.42 19.9% 2.48 3.4% 84% False False 50,534
60 75.27 59.26 16.01 22.0% 2.30 3.2% 83% False False 37,955
80 75.27 53.00 22.27 30.7% 2.13 2.9% 88% False False 30,708
100 75.27 53.00 22.27 30.7% 2.01 2.8% 88% False False 25,918
120 75.27 45.81 29.46 40.6% 1.99 2.7% 91% False False 22,538
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 79.40
2.618 77.10
1.618 75.69
1.000 74.82
0.618 74.28
HIGH 73.41
0.618 72.87
0.500 72.71
0.382 72.54
LOW 72.00
0.618 71.13
1.000 70.59
1.618 69.72
2.618 68.31
4.250 66.01
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 72.71 73.26
PP 72.67 73.04
S1 72.64 72.83

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

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