NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 71.75 72.03 0.28 0.4% 73.45
High 73.00 72.89 -0.11 -0.2% 74.13
Low 71.09 71.27 0.18 0.3% 67.66
Close 71.82 72.27 0.45 0.6% 68.55
Range 1.91 1.62 -0.29 -15.2% 6.47
ATR 2.53 2.47 -0.07 -2.6% 0.00
Volume 152,493 142,420 -10,073 -6.6% 324,154
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 77.00 76.26 73.16
R3 75.38 74.64 72.72
R2 73.76 73.76 72.57
R1 73.02 73.02 72.42 73.39
PP 72.14 72.14 72.14 72.33
S1 71.40 71.40 72.12 71.77
S2 70.52 70.52 71.97
S3 68.90 69.78 71.82
S4 67.28 68.16 71.38
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% 2.21 3.1% 86% False False 101,063
10 74.16 67.66 6.50 9.0% 2.51 3.5% 71% False False 82,046
20 75.55 67.66 7.89 10.9% 2.61 3.6% 58% False False 73,101
40 75.89 64.02 11.87 16.4% 2.46 3.4% 70% False False 55,011
60 75.89 61.38 14.51 20.1% 2.43 3.4% 75% False False 40,135
80 75.89 61.38 14.51 20.1% 2.23 3.1% 75% False False 32,220
100 75.89 54.20 21.69 30.0% 2.07 2.9% 83% False False 26,991
120 75.89 54.20 21.69 30.0% 1.94 2.7% 83% False False 23,274
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.76
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 79.78
2.618 77.13
1.618 75.51
1.000 74.51
0.618 73.89
HIGH 72.89
0.618 72.27
0.500 72.08
0.382 71.89
LOW 71.27
0.618 70.27
1.000 69.65
1.618 68.65
2.618 67.03
4.250 64.39
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 72.21 71.69
PP 72.14 71.12
S1 72.08 70.54

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

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