NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 71.10 68.00 -3.10 -4.4% 67.72
High 71.27 71.76 0.49 0.7% 72.63
Low 67.58 67.80 0.22 0.3% 67.72
Close 68.10 71.58 3.48 5.1% 72.52
Range 3.69 3.96 0.27 7.3% 4.91
ATR 2.34 2.46 0.12 4.9% 0.00
Volume 37,547 56,207 18,660 49.7% 249,072
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 82.26 80.88 73.76
R3 78.30 76.92 72.67
R2 74.34 74.34 72.31
R1 72.96 72.96 71.94 73.65
PP 70.38 70.38 70.38 70.73
S1 69.00 69.00 71.22 69.69
S2 66.42 66.42 70.85
S3 62.46 65.04 70.49
S4 58.50 61.08 69.40
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 67.58 5.57 7.8% 2.58 3.6% 72% False False 46,962
10 73.15 65.62 7.53 10.5% 2.40 3.4% 79% False False 46,921
20 73.15 62.21 10.94 15.3% 2.34 3.3% 86% False False 44,506
40 76.50 62.21 14.29 20.0% 2.36 3.3% 66% False False 39,949
60 76.50 60.54 15.96 22.3% 2.24 3.1% 69% False False 35,826
80 76.50 54.92 21.58 30.1% 2.19 3.1% 77% False False 31,461
100 76.50 49.46 27.04 37.8% 2.25 3.1% 82% False False 29,759
120 76.50 46.14 30.36 42.4% 2.29 3.2% 84% False False 28,439
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 21 trading days
Fibonacci Retracements and Extensions
4.250 88.59
2.618 82.13
1.618 78.17
1.000 75.72
0.618 74.21
HIGH 71.76
0.618 70.25
0.500 69.78
0.382 69.31
LOW 67.80
0.618 65.35
1.000 63.84
1.618 61.39
2.618 57.43
4.250 50.97
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 70.98 71.13
PP 70.38 70.67
S1 69.78 70.22

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

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