NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 70.87 72.25 1.38 1.9% 67.72
High 72.63 73.15 0.52 0.7% 72.63
Low 70.85 71.94 1.09 1.5% 67.72
Close 72.52 72.47 -0.05 -0.1% 72.52
Range 1.78 1.21 -0.57 -32.0% 4.91
ATR 2.30 2.22 -0.08 -3.4% 0.00
Volume 66,383 34,479 -31,904 -48.1% 249,072
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 76.15 75.52 73.14
R3 74.94 74.31 72.80
R2 73.73 73.73 72.69
R1 73.10 73.10 72.58 73.42
PP 72.52 72.52 72.52 72.68
S1 71.89 71.89 72.36 72.21
S2 71.31 71.31 72.25
S3 70.10 70.68 72.14
S4 68.89 69.47 71.80
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 85.69 84.01 75.22
R3 80.78 79.10 73.87
R2 75.87 75.87 73.42
R1 74.19 74.19 72.97 75.03
PP 70.96 70.96 70.96 71.38
S1 69.28 69.28 72.07 70.12
S2 66.05 66.05 71.62
S3 61.14 64.37 71.17
S4 56.23 59.46 69.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.15 67.88 5.27 7.3% 1.92 2.6% 87% True False 48,885
10 73.15 62.90 10.25 14.1% 2.01 2.8% 93% True False 46,197
20 75.85 62.21 13.64 18.8% 2.36 3.3% 75% False False 42,240
40 76.50 62.21 14.29 19.7% 2.29 3.2% 72% False False 39,561
60 76.50 56.51 19.99 27.6% 2.18 3.0% 80% False False 34,669
80 76.50 54.92 21.58 29.8% 2.18 3.0% 81% False False 30,625
100 76.50 49.46 27.04 37.3% 2.21 3.1% 85% False False 29,116
120 76.50 46.14 30.36 41.9% 2.26 3.1% 87% False False 27,722
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 78.29
2.618 76.32
1.618 75.11
1.000 74.36
0.618 73.90
HIGH 73.15
0.618 72.69
0.500 72.55
0.382 72.40
LOW 71.94
0.618 71.19
1.000 70.73
1.618 69.98
2.618 68.77
4.250 66.80
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 72.55 72.08
PP 72.52 71.69
S1 72.50 71.31

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

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