NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 66.77 69.98 3.21 4.8% 70.99
High 70.66 72.63 1.97 2.8% 72.63
Low 66.65 68.47 1.82 2.7% 66.41
Close 70.48 72.40 1.92 2.7% 72.40
Range 4.01 4.16 0.15 3.7% 6.22
ATR 2.41 2.54 0.12 5.2% 0.00
Volume 37,067 38,874 1,807 4.9% 159,203
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 83.65 82.18 74.69
R3 79.49 78.02 73.54
R2 75.33 75.33 73.16
R1 73.86 73.86 72.78 74.60
PP 71.17 71.17 71.17 71.53
S1 69.70 69.70 72.02 70.44
S2 67.01 67.01 71.64
S3 62.85 65.54 71.26
S4 58.69 61.38 70.11
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 89.14 86.99 75.82
R3 82.92 80.77 74.11
R2 76.70 76.70 73.54
R1 74.55 74.55 72.97 75.63
PP 70.48 70.48 70.48 71.02
S1 68.33 68.33 71.83 69.41
S2 64.26 64.26 71.26
S3 58.04 62.11 70.69
S4 51.82 55.89 68.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.63 66.41 6.22 8.6% 3.08 4.2% 96% True False 31,840
10 72.63 66.41 6.22 8.6% 2.55 3.5% 96% True False 30,088
20 72.63 61.38 11.25 15.5% 2.35 3.2% 98% True False 23,137
40 75.83 61.38 14.45 20.0% 2.24 3.1% 76% False False 15,873
60 75.83 59.95 15.88 21.9% 2.05 2.8% 78% False False 13,152
80 75.83 54.20 21.63 29.9% 1.86 2.6% 84% False False 11,053
100 75.83 49.00 26.83 37.1% 1.83 2.5% 87% False False 9,821
120 75.83 45.87 29.96 41.4% 1.81 2.5% 89% False False 8,896
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 146 trading days
Fibonacci Retracements and Extensions
4.250 90.31
2.618 83.52
1.618 79.36
1.000 76.79
0.618 75.20
HIGH 72.63
0.618 71.04
0.500 70.55
0.382 70.06
LOW 68.47
0.618 65.90
1.000 64.31
1.618 61.74
2.618 57.58
4.250 50.79
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 71.78 71.44
PP 71.17 70.48
S1 70.55 69.52

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

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