NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 72.50 71.05 -1.45 -2.0% 70.55
High 72.50 72.31 -0.19 -0.3% 72.67
Low 71.08 70.81 -0.27 -0.4% 68.79
Close 71.90 71.76 -0.14 -0.2% 71.90
Range 1.42 1.50 0.08 5.6% 3.88
ATR 1.87 1.84 -0.03 -1.4% 0.00
Volume 10,134 13,417 3,283 32.4% 56,705
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 76.13 75.44 72.59
R3 74.63 73.94 72.17
R2 73.13 73.13 72.04
R1 72.44 72.44 71.90 72.79
PP 71.63 71.63 71.63 71.80
S1 70.94 70.94 71.62 71.29
S2 70.13 70.13 71.49
S3 68.63 69.44 71.35
S4 67.13 67.94 70.94
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% 1.87 2.6% 77% False False 11,866
10 72.67 62.36 10.31 14.4% 1.74 2.4% 91% False False 10,123
20 72.67 59.95 12.72 17.7% 1.66 2.3% 93% False False 7,919
40 72.67 54.20 18.47 25.7% 1.48 2.1% 95% False False 6,544
60 72.67 50.25 22.42 31.2% 1.52 2.1% 96% False False 6,008
80 72.67 45.87 26.80 37.3% 1.58 2.2% 97% False False 5,635
100 72.67 45.87 26.80 37.3% 1.52 2.1% 97% False False 5,133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.69
2.618 76.24
1.618 74.74
1.000 73.81
0.618 73.24
HIGH 72.31
0.618 71.74
0.500 71.56
0.382 71.38
LOW 70.81
0.618 69.88
1.000 69.31
1.618 68.38
2.618 66.88
4.250 64.44
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 71.69 71.67
PP 71.63 71.59
S1 71.56 71.50

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

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