NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 69.61 67.70 -1.91 -2.7% 71.87
High 69.61 68.28 -1.33 -1.9% 75.85
Low 66.82 65.81 -1.01 -1.5% 69.69
Close 67.46 66.44 -1.02 -1.5% 70.16
Range 2.79 2.47 -0.32 -11.5% 6.16
ATR 2.55 2.55 -0.01 -0.2% 0.00
Volume 49,141 45,867 -3,274 -6.7% 135,338
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 74.25 72.82 67.80
R3 71.78 70.35 67.12
R2 69.31 69.31 66.89
R1 67.88 67.88 66.67 67.36
PP 66.84 66.84 66.84 66.59
S1 65.41 65.41 66.21 64.89
S2 64.37 64.37 65.99
S3 61.90 62.94 65.76
S4 59.43 60.47 65.08
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 90.38 86.43 73.55
R3 84.22 80.27 71.85
R2 78.06 78.06 71.29
R1 74.11 74.11 70.72 73.01
PP 71.90 71.90 71.90 71.35
S1 67.95 67.95 69.60 66.85
S2 65.74 65.74 69.03
S3 59.58 61.79 68.47
S4 53.42 55.63 66.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.85 65.81 10.04 15.1% 3.04 4.6% 6% False True 41,356
10 75.85 65.81 10.04 15.1% 2.77 4.2% 6% False True 36,972
20 76.50 65.81 10.69 16.1% 2.43 3.7% 6% False True 34,867
40 76.50 60.66 15.84 23.8% 2.24 3.4% 36% False False 32,855
60 76.50 54.92 21.58 32.5% 2.15 3.2% 53% False False 28,517
80 76.50 50.50 26.00 39.1% 2.23 3.4% 61% False False 26,840
100 76.50 46.14 30.36 45.7% 2.29 3.4% 67% False False 26,037
120 76.50 46.14 30.36 45.7% 2.30 3.5% 67% False False 24,978
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.63
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 78.78
2.618 74.75
1.618 72.28
1.000 70.75
0.618 69.81
HIGH 68.28
0.618 67.34
0.500 67.05
0.382 66.75
LOW 65.81
0.618 64.28
1.000 63.34
1.618 61.81
2.618 59.34
4.250 55.31
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 67.05 69.23
PP 66.84 68.30
S1 66.64 67.37

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

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