NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 72.54 72.72 0.18 0.2% 71.15
High 73.41 73.26 -0.15 -0.2% 74.51
Low 72.00 70.74 -1.26 -1.8% 70.78
Close 72.61 71.35 -1.26 -1.7% 72.78
Range 1.41 2.52 1.11 78.7% 3.73
ATR 2.45 2.46 0.00 0.2% 0.00
Volume 165,310 143,071 -22,239 -13.5% 550,279
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 79.34 77.87 72.74
R3 76.82 75.35 72.04
R2 74.30 74.30 71.81
R1 72.83 72.83 71.58 72.31
PP 71.78 71.78 71.78 71.52
S1 70.31 70.31 71.12 69.79
S2 69.26 69.26 70.89
S3 66.74 67.79 70.66
S4 64.22 65.27 69.96
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 70.74 3.77 5.3% 2.13 3.0% 16% False True 126,578
10 74.51 64.69 9.82 13.8% 2.83 4.0% 68% False False 111,278
20 74.51 61.98 12.53 17.6% 2.44 3.4% 75% False False 85,515
40 74.85 60.43 14.42 20.2% 2.48 3.5% 76% False False 53,919
60 75.27 60.43 14.84 20.8% 2.30 3.2% 74% False False 40,197
80 75.27 53.00 22.27 31.2% 2.12 3.0% 82% False False 32,455
100 75.27 53.00 22.27 31.2% 2.02 2.8% 82% False False 27,278
120 75.27 46.31 28.96 40.6% 2.00 2.8% 86% False False 23,700
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 83.97
2.618 79.86
1.618 77.34
1.000 75.78
0.618 74.82
HIGH 73.26
0.618 72.30
0.500 72.00
0.382 71.70
LOW 70.74
0.618 69.18
1.000 68.22
1.618 66.66
2.618 64.14
4.250 60.03
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 72.00 72.63
PP 71.78 72.20
S1 71.57 71.78

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

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