NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 71.25 73.03 1.78 2.5% 72.96
High 73.45 73.91 0.46 0.6% 73.91
Low 71.25 71.57 0.32 0.4% 69.36
Close 72.98 71.92 -1.06 -1.5% 71.92
Range 2.20 2.34 0.14 6.4% 4.55
ATR 2.22 2.23 0.01 0.4% 0.00
Volume 30,213 45,751 15,538 51.4% 175,161
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 79.49 78.04 73.21
R3 77.15 75.70 72.56
R2 74.81 74.81 72.35
R1 73.36 73.36 72.13 72.92
PP 72.47 72.47 72.47 72.24
S1 71.02 71.02 71.71 70.58
S2 70.13 70.13 71.49
S3 67.79 68.68 71.28
S4 65.45 66.34 70.63
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 85.38 83.20 74.42
R3 80.83 78.65 73.17
R2 76.28 76.28 72.75
R1 74.10 74.10 72.34 72.92
PP 71.73 71.73 71.73 71.14
S1 69.55 69.55 71.50 68.37
S2 67.18 67.18 71.09
S3 62.63 65.00 70.67
S4 58.08 60.45 69.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.91 69.36 4.55 6.3% 2.52 3.5% 56% True False 35,032
10 76.02 69.36 6.66 9.3% 2.43 3.4% 38% False False 32,224
20 76.50 69.35 7.15 9.9% 2.22 3.1% 36% False False 36,882
40 76.50 56.51 19.99 27.8% 2.09 2.9% 77% False False 30,884
60 76.50 54.92 21.58 30.0% 2.13 3.0% 79% False False 26,753
80 76.50 49.46 27.04 37.6% 2.18 3.0% 83% False False 25,834
100 76.50 46.14 30.36 42.2% 2.24 3.1% 85% False False 24,818
120 76.50 46.14 30.36 42.2% 2.28 3.2% 85% False False 23,778
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.86
2.618 80.04
1.618 77.70
1.000 76.25
0.618 75.36
HIGH 73.91
0.618 73.02
0.500 72.74
0.382 72.46
LOW 71.57
0.618 70.12
1.000 69.23
1.618 67.78
2.618 65.44
4.250 61.63
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 72.74 72.32
PP 72.47 72.18
S1 72.19 72.05

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

View Archives - Comment on this page... - Back to Index of Symbols