NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 71.53 72.38 0.85 1.2% 71.15
High 72.73 73.92 1.19 1.6% 74.51
Low 70.68 71.88 1.20 1.7% 70.78
Close 72.01 72.48 0.47 0.7% 72.78
Range 2.05 2.04 -0.01 -0.5% 3.73
ATR 2.43 2.40 -0.03 -1.1% 0.00
Volume 195,742 184,593 -11,149 -5.7% 550,279
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 78.88 77.72 73.60
R3 76.84 75.68 73.04
R2 74.80 74.80 72.85
R1 73.64 73.64 72.67 74.22
PP 72.76 72.76 72.76 73.05
S1 71.60 71.60 72.29 72.18
S2 70.72 70.72 72.11
S3 68.68 69.56 71.92
S4 66.64 67.52 71.36
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% 2.05 2.8% 47% False False 162,106
10 74.51 66.92 7.59 10.5% 2.40 3.3% 73% False False 133,390
20 74.51 63.39 11.12 15.3% 2.45 3.4% 82% False False 100,501
40 74.85 60.43 14.42 19.9% 2.49 3.4% 84% False False 62,681
60 75.27 60.43 14.84 20.5% 2.31 3.2% 81% False False 46,293
80 75.27 53.00 22.27 30.7% 2.14 3.0% 87% False False 36,988
100 75.27 53.00 22.27 30.7% 2.04 2.8% 87% False False 30,952
120 75.27 46.50 28.77 39.7% 2.00 2.8% 90% False False 26,812
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 0.72
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.59
2.618 79.26
1.618 77.22
1.000 75.96
0.618 75.18
HIGH 73.92
0.618 73.14
0.500 72.90
0.382 72.66
LOW 71.88
0.618 70.62
1.000 69.84
1.618 68.58
2.618 66.54
4.250 63.21
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 72.90 72.42
PP 72.76 72.36
S1 72.62 72.30

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

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