NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 71.64 72.05 0.41 0.6% 67.87
High 72.44 72.90 0.46 0.6% 72.90
Low 70.86 68.82 -2.04 -2.9% 67.54
Close 71.94 69.29 -2.65 -3.7% 69.29
Range 1.58 4.08 2.50 158.2% 5.36
ATR 2.59 2.70 0.11 4.1% 0.00
Volume 331,984 345,551 13,567 4.1% 1,281,554
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 82.58 80.01 71.53
R3 78.50 75.93 70.41
R2 74.42 74.42 70.04
R1 71.85 71.85 69.66 71.10
PP 70.34 70.34 70.34 69.96
S1 67.77 67.77 68.92 67.02
S2 66.26 66.26 68.54
S3 62.18 63.69 68.17
S4 58.10 59.61 67.05
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 85.99 83.00 72.24
R3 80.63 77.64 70.76
R2 75.27 75.27 70.27
R1 72.28 72.28 69.78 73.78
PP 69.91 69.91 69.91 70.66
S1 66.92 66.92 68.80 68.42
S2 64.55 64.55 68.31
S3 59.19 61.56 67.82
S4 53.83 56.20 66.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.90 67.12 5.78 8.3% 2.87 4.1% 38% True False 302,704
10 73.52 67.05 6.47 9.3% 2.72 3.9% 35% False False 290,876
20 75.00 67.05 7.95 11.5% 2.84 4.1% 28% False False 262,512
40 75.00 63.39 11.61 16.8% 2.65 3.8% 51% False False 181,507
60 75.00 60.43 14.57 21.0% 2.61 3.8% 61% False False 129,291
80 75.27 60.43 14.84 21.4% 2.45 3.5% 60% False False 100,348
100 75.27 53.00 22.27 32.1% 2.28 3.3% 73% False False 82,093
120 75.27 53.00 22.27 32.1% 2.17 3.1% 73% False False 69,546
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.89
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.24
2.618 83.58
1.618 79.50
1.000 76.98
0.618 75.42
HIGH 72.90
0.618 71.34
0.500 70.86
0.382 70.38
LOW 68.82
0.618 66.30
1.000 64.74
1.618 62.22
2.618 58.14
4.250 51.48
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 70.86 70.86
PP 70.34 70.34
S1 69.81 69.81

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

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