NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 72.72 71.53 -1.19 -1.6% 71.15
High 73.26 72.73 -0.53 -0.7% 74.51
Low 70.74 70.68 -0.06 -0.1% 70.78
Close 71.35 72.01 0.66 0.9% 72.78
Range 2.52 2.05 -0.47 -18.7% 3.73
ATR 2.46 2.43 -0.03 -1.2% 0.00
Volume 143,071 195,742 52,671 36.8% 550,279
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 77.96 77.03 73.14
R3 75.91 74.98 72.57
R2 73.86 73.86 72.39
R1 72.93 72.93 72.20 73.40
PP 71.81 71.81 71.81 72.04
S1 70.88 70.88 71.82 71.35
S2 69.76 69.76 71.63
S3 67.71 68.83 71.45
S4 65.66 66.78 70.88
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 70.68 3.83 5.3% 2.07 2.9% 35% False True 147,176
10 74.51 64.82 9.69 13.5% 2.62 3.6% 74% False False 124,951
20 74.51 62.79 11.72 16.3% 2.43 3.4% 79% False False 93,582
40 74.85 60.43 14.42 20.0% 2.48 3.4% 80% False False 58,480
60 75.27 60.43 14.84 20.6% 2.30 3.2% 78% False False 43,363
80 75.27 53.00 22.27 30.9% 2.12 2.9% 85% False False 34,821
100 75.27 53.00 22.27 30.9% 2.03 2.8% 85% False False 29,177
120 75.27 46.50 28.77 40.0% 2.00 2.8% 89% False False 25,304
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.69
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.44
2.618 78.10
1.618 76.05
1.000 74.78
0.618 74.00
HIGH 72.73
0.618 71.95
0.500 71.71
0.382 71.46
LOW 70.68
0.618 69.41
1.000 68.63
1.618 67.36
2.618 65.31
4.250 61.97
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 71.91 72.05
PP 71.81 72.03
S1 71.71 72.02

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

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