NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 71.05 72.42 1.37 1.9% 70.55
High 72.31 73.50 1.19 1.6% 72.67
Low 70.81 72.42 1.61 2.3% 68.79
Close 71.76 73.21 1.45 2.0% 71.90
Range 1.50 1.08 -0.42 -28.0% 3.88
ATR 1.84 1.84 -0.01 -0.4% 0.00
Volume 13,417 11,688 -1,729 -12.9% 56,705
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 76.28 75.83 73.80
R3 75.20 74.75 73.51
R2 74.12 74.12 73.41
R1 73.67 73.67 73.31 73.90
PP 73.04 73.04 73.04 73.16
S1 72.59 72.59 73.11 72.82
S2 71.96 71.96 73.01
S3 70.88 71.51 72.91
S4 69.80 70.43 72.62
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 73.50 68.79 4.71 6.4% 1.78 2.4% 94% True False 12,368
10 73.50 64.70 8.80 12.0% 1.62 2.2% 97% True False 10,673
20 73.50 59.95 13.55 18.5% 1.66 2.3% 98% True False 8,095
40 73.50 54.20 19.30 26.4% 1.45 2.0% 98% True False 6,664
60 73.50 50.25 23.25 31.8% 1.52 2.1% 99% True False 6,151
80 73.50 45.87 27.63 37.7% 1.58 2.2% 99% True False 5,751
100 73.50 45.87 27.63 37.7% 1.52 2.1% 99% True False 5,207
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.15
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 78.09
2.618 76.33
1.618 75.25
1.000 74.58
0.618 74.17
HIGH 73.50
0.618 73.09
0.500 72.96
0.382 72.83
LOW 72.42
0.618 71.75
1.000 71.34
1.618 70.67
2.618 69.59
4.250 67.83
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 73.13 72.86
PP 73.04 72.51
S1 72.96 72.16

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

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