NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 67.87 71.33 3.46 5.1% 71.00
High 71.79 72.52 0.73 1.0% 73.36
Low 67.54 70.66 3.12 4.6% 67.05
Close 71.10 71.31 0.21 0.3% 68.02
Range 4.25 1.86 -2.39 -56.2% 6.31
ATR 2.73 2.67 -0.06 -2.3% 0.00
Volume 229,782 374,237 144,455 62.9% 1,354,483
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 77.08 76.05 72.33
R3 75.22 74.19 71.82
R2 73.36 73.36 71.65
R1 72.33 72.33 71.48 71.92
PP 71.50 71.50 71.50 71.29
S1 70.47 70.47 71.14 70.06
S2 69.64 69.64 70.97
S3 67.78 68.61 70.80
S4 65.92 66.75 70.29
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 88.41 84.52 71.49
R3 82.10 78.21 69.76
R2 75.79 75.79 69.18
R1 71.90 71.90 68.60 70.69
PP 69.48 69.48 69.48 68.87
S1 65.59 65.59 67.44 64.38
S2 63.17 63.17 66.86
S3 56.86 59.28 66.28
S4 50.55 52.97 64.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.52 67.05 5.47 7.7% 2.44 3.4% 78% True False 288,463
10 73.52 67.05 6.47 9.1% 2.66 3.7% 66% False False 281,113
20 75.00 67.05 7.95 11.1% 2.77 3.9% 54% False False 247,652
40 75.00 61.98 13.02 18.3% 2.60 3.6% 72% False False 166,584
60 75.00 60.43 14.57 20.4% 2.57 3.6% 75% False False 118,497
80 75.27 60.43 14.84 20.8% 2.42 3.4% 73% False False 92,061
100 75.27 53.00 22.27 31.2% 2.25 3.2% 82% False False 75,494
120 75.27 53.00 22.27 31.2% 2.15 3.0% 82% False False 64,007
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 False
Bear Hook False
Bull Hook False
Stretch 0.95
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.43
2.618 77.39
1.618 75.53
1.000 74.38
0.618 73.67
HIGH 72.52
0.618 71.81
0.500 71.59
0.382 71.37
LOW 70.66
0.618 69.51
1.000 68.80
1.618 67.65
2.618 65.79
4.250 62.76
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 71.59 70.81
PP 71.50 70.32
S1 71.40 69.82

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

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