NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 68.55 71.75 3.20 4.7% 73.45
High 72.25 73.00 0.75 1.0% 74.13
Low 68.08 71.09 3.01 4.4% 67.66
Close 71.59 71.82 0.23 0.3% 68.55
Range 4.17 1.91 -2.26 -54.2% 6.47
ATR 2.58 2.53 -0.05 -1.9% 0.00
Volume 75,455 152,493 77,038 102.1% 324,154
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 77.70 76.67 72.87
R3 75.79 74.76 72.35
R2 73.88 73.88 72.17
R1 72.85 72.85 72.00 73.37
PP 71.97 71.97 71.97 72.23
S1 70.94 70.94 71.64 71.46
S2 70.06 70.06 71.47
S3 68.15 69.03 71.29
S4 66.24 67.12 70.77
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 89.52 85.51 72.11
R3 83.05 79.04 70.33
R2 76.58 76.58 69.74
R1 72.57 72.57 69.14 71.34
PP 70.11 70.11 70.11 69.50
S1 66.10 66.10 67.96 64.87
S2 63.64 63.64 67.36
S3 57.17 59.63 66.77
S4 50.70 53.16 64.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.00 67.66 5.34 7.4% 2.23 3.1% 78% True False 85,677
10 74.16 67.66 6.50 9.1% 2.54 3.5% 64% False False 76,389
20 75.55 67.66 7.89 11.0% 2.62 3.6% 53% False False 68,807
40 75.89 62.83 13.06 18.2% 2.48 3.5% 69% False False 51,920
60 75.89 61.38 14.51 20.2% 2.45 3.4% 72% False False 37,829
80 75.89 60.06 15.83 22.0% 2.24 3.1% 74% False False 30,505
100 75.89 54.20 21.69 30.2% 2.08 2.9% 81% False False 25,586
120 75.89 54.20 21.69 30.2% 1.94 2.7% 81% False False 22,129
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.76
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.12
2.618 78.00
1.618 76.09
1.000 74.91
0.618 74.18
HIGH 73.00
0.618 72.27
0.500 72.05
0.382 71.82
LOW 71.09
0.618 69.91
1.000 69.18
1.618 68.00
2.618 66.09
4.250 62.97
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 72.05 71.32
PP 71.97 70.83
S1 71.90 70.33

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

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