NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 73.75 73.97 0.22 0.3% 69.70
High 74.81 75.00 0.19 0.3% 74.72
Low 73.57 71.11 -2.46 -3.3% 67.42
Close 74.37 72.05 -2.32 -3.1% 73.89
Range 1.24 3.89 2.65 213.7% 7.30
ATR 2.58 2.67 0.09 3.6% 0.00
Volume 246,228 208,702 -37,526 -15.2% 1,144,984
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 84.39 82.11 74.19
R3 80.50 78.22 73.12
R2 76.61 76.61 72.76
R1 74.33 74.33 72.41 73.53
PP 72.72 72.72 72.72 72.32
S1 70.44 70.44 71.69 69.64
S2 68.83 68.83 71.34
S3 64.94 66.55 70.98
S4 61.05 62.66 69.91
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 93.91 91.20 77.91
R3 86.61 83.90 75.90
R2 79.31 79.31 75.23
R1 76.60 76.60 74.56 77.96
PP 72.01 72.01 72.01 72.69
S1 69.30 69.30 73.22 70.66
S2 64.71 64.71 72.55
S3 57.41 62.00 71.88
S4 50.11 54.70 69.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.00 69.78 5.22 7.2% 2.78 3.9% 43% True False 261,671
10 75.00 67.42 7.58 10.5% 2.87 4.0% 61% True False 214,192
20 75.00 64.69 10.31 14.3% 2.85 4.0% 71% True False 162,735
40 75.00 60.43 14.57 20.2% 2.52 3.5% 80% True False 103,684
60 75.27 60.43 14.84 20.6% 2.49 3.4% 78% False False 74,204
80 75.27 58.66 16.61 23.1% 2.31 3.2% 81% False False 58,249
100 75.27 53.00 22.27 30.9% 2.17 3.0% 86% False False 48,006
120 75.27 48.64 26.63 37.0% 2.10 2.9% 88% False False 41,100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.78
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 91.53
2.618 85.18
1.618 81.29
1.000 78.89
0.618 77.40
HIGH 75.00
0.618 73.51
0.500 73.06
0.382 72.60
LOW 71.11
0.618 68.71
1.000 67.22
1.618 64.82
2.618 60.93
4.250 54.58
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 73.06 73.06
PP 72.72 72.72
S1 72.39 72.39

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

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