NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 73.90 74.24 0.34 0.5% 73.70
High 75.22 74.90 -0.32 -0.4% 75.22
Low 73.18 70.75 -2.43 -3.3% 70.75
Close 73.87 71.06 -2.81 -3.8% 71.06
Range 2.04 4.15 2.11 103.4% 4.47
ATR 2.29 2.42 0.13 5.8% 0.00
Volume 67,131 56,709 -10,422 -15.5% 276,464
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 84.69 82.02 73.34
R3 80.54 77.87 72.20
R2 76.39 76.39 71.82
R1 73.72 73.72 71.44 72.98
PP 72.24 72.24 72.24 71.87
S1 69.57 69.57 70.68 68.83
S2 68.09 68.09 70.30
S3 63.94 65.42 69.92
S4 59.79 61.27 68.78
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 85.75 82.88 73.52
R3 81.28 78.41 72.29
R2 76.81 76.81 71.88
R1 73.94 73.94 71.47 73.14
PP 72.34 72.34 72.34 71.95
S1 69.47 69.47 70.65 68.67
S2 67.87 67.87 70.24
S3 63.40 65.00 69.83
S4 58.93 60.53 68.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.22 70.75 4.47 6.3% 2.36 3.3% 7% False True 55,292
10 75.89 70.75 5.14 7.2% 2.25 3.2% 6% False True 50,832
20 75.89 66.41 9.48 13.3% 2.40 3.4% 49% False False 40,460
40 75.89 61.38 14.51 20.4% 2.41 3.4% 67% False False 26,323
60 75.89 61.38 14.51 20.4% 2.15 3.0% 67% False False 20,535
80 75.89 54.20 21.69 30.5% 1.99 2.8% 78% False False 16,904
100 75.89 54.20 21.69 30.5% 1.84 2.6% 78% False False 14,433
120 75.89 47.48 28.41 40.0% 1.85 2.6% 83% False False 12,836
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 0.65
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 92.54
2.618 85.76
1.618 81.61
1.000 79.05
0.618 77.46
HIGH 74.90
0.618 73.31
0.500 72.83
0.382 72.34
LOW 70.75
0.618 68.19
1.000 66.60
1.618 64.04
2.618 59.89
4.250 53.11
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 72.83 72.99
PP 72.24 72.34
S1 71.65 71.70

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

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