NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 71.33 71.64 0.31 0.4% 71.00
High 72.52 72.44 -0.08 -0.1% 73.36
Low 70.66 70.86 0.20 0.3% 67.05
Close 71.31 71.94 0.63 0.9% 68.02
Range 1.86 1.58 -0.28 -15.1% 6.31
ATR 2.67 2.59 -0.08 -2.9% 0.00
Volume 374,237 331,984 -42,253 -11.3% 1,354,483
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 76.49 75.79 72.81
R3 74.91 74.21 72.37
R2 73.33 73.33 72.23
R1 72.63 72.63 72.08 72.98
PP 71.75 71.75 71.75 71.92
S1 71.05 71.05 71.80 71.40
S2 70.17 70.17 71.65
S3 68.59 69.47 71.51
S4 67.01 67.89 71.07
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 67.12 5.40 7.5% 2.40 3.3% 89% False False 287,493
10 73.52 67.05 6.47 9.0% 2.62 3.6% 76% False False 281,871
20 75.00 67.05 7.95 11.1% 2.74 3.8% 62% False False 254,465
40 75.00 62.79 12.21 17.0% 2.59 3.6% 75% False False 174,023
60 75.00 60.43 14.57 20.3% 2.56 3.6% 79% False False 123,808
80 75.27 60.43 14.84 20.6% 2.41 3.4% 78% False False 96,139
100 75.27 53.00 22.27 31.0% 2.25 3.1% 85% False False 78,750
120 75.27 53.00 22.27 31.0% 2.15 3.0% 85% False False 66,725
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.96
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 79.16
2.618 76.58
1.618 75.00
1.000 74.02
0.618 73.42
HIGH 72.44
0.618 71.84
0.500 71.65
0.382 71.46
LOW 70.86
0.618 69.88
1.000 69.28
1.618 68.30
2.618 66.72
4.250 64.15
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 71.84 71.30
PP 71.75 70.67
S1 71.65 70.03

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

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