NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 70.33 72.50 2.17 3.1% 70.55
High 72.67 72.50 -0.17 -0.2% 72.67
Low 70.33 71.08 0.75 1.1% 68.79
Close 72.06 71.90 -0.16 -0.2% 71.90
Range 2.34 1.42 -0.92 -39.3% 3.88
ATR 1.90 1.87 -0.03 -1.8% 0.00
Volume 17,588 10,134 -7,454 -42.4% 56,705
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 76.09 75.41 72.68
R3 74.67 73.99 72.29
R2 73.25 73.25 72.16
R1 72.57 72.57 72.03 72.20
PP 71.83 71.83 71.83 71.64
S1 71.15 71.15 71.77 70.78
S2 70.41 70.41 71.64
S3 68.99 69.73 71.51
S4 67.57 68.31 71.12
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 82.76 81.21 74.03
R3 78.88 77.33 72.97
R2 75.00 75.00 72.61
R1 73.45 73.45 72.26 74.23
PP 71.12 71.12 71.12 71.51
S1 69.57 69.57 71.54 70.35
S2 67.24 67.24 71.19
S3 63.36 65.69 70.83
S4 59.48 61.81 69.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.67 68.79 3.88 5.4% 1.82 2.5% 80% False False 11,341
10 72.67 62.36 10.31 14.3% 1.71 2.4% 93% False False 9,381
20 72.67 59.95 12.72 17.7% 1.64 2.3% 94% False False 7,847
40 72.67 54.20 18.47 25.7% 1.46 2.0% 96% False False 6,349
60 72.67 49.44 23.23 32.3% 1.54 2.1% 97% False False 5,878
80 72.67 45.87 26.80 37.3% 1.57 2.2% 97% False False 5,510
100 72.67 45.87 26.80 37.3% 1.51 2.1% 97% False False 5,030
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.54
2.618 76.22
1.618 74.80
1.000 73.92
0.618 73.38
HIGH 72.50
0.618 71.96
0.500 71.79
0.382 71.62
LOW 71.08
0.618 70.20
1.000 69.66
1.618 68.78
2.618 67.36
4.250 65.05
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 71.86 71.51
PP 71.83 71.12
S1 71.79 70.73

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

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