NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 68.00 71.07 3.07 4.5% 72.25
High 71.76 73.46 1.70 2.4% 73.46
Low 67.80 69.54 1.74 2.6% 67.58
Close 71.58 73.20 1.62 2.3% 73.20
Range 3.96 3.92 -0.04 -1.0% 5.88
ATR 2.46 2.56 0.10 4.3% 0.00
Volume 56,207 55,567 -640 -1.1% 223,995
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 83.83 82.43 75.36
R3 79.91 78.51 74.28
R2 75.99 75.99 73.92
R1 74.59 74.59 73.56 75.29
PP 72.07 72.07 72.07 72.42
S1 70.67 70.67 72.84 71.37
S2 68.15 68.15 72.48
S3 64.23 66.75 72.12
S4 60.31 62.83 71.04
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 89.05 87.01 76.43
R3 83.17 81.13 74.82
R2 77.29 77.29 74.28
R1 75.25 75.25 73.74 76.27
PP 71.41 71.41 71.41 71.93
S1 69.37 69.37 72.66 70.39
S2 65.53 65.53 72.12
S3 59.65 63.49 71.58
S4 53.77 57.61 69.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.46 67.58 5.88 8.0% 3.00 4.1% 96% True False 44,799
10 73.46 67.58 5.88 8.0% 2.51 3.4% 96% True False 47,306
20 73.46 62.21 11.25 15.4% 2.39 3.3% 98% True False 44,949
40 76.50 62.21 14.29 19.5% 2.39 3.3% 77% False False 39,888
60 76.50 60.66 15.84 21.6% 2.27 3.1% 79% False False 36,383
80 76.50 54.92 21.58 29.5% 2.21 3.0% 85% False False 31,936
100 76.50 49.46 27.04 36.9% 2.27 3.1% 88% False False 30,054
120 76.50 46.14 30.36 41.5% 2.30 3.1% 89% False False 28,679
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.12
2.618 83.72
1.618 79.80
1.000 77.38
0.618 75.88
HIGH 73.46
0.618 71.96
0.500 71.50
0.382 71.04
LOW 69.54
0.618 67.12
1.000 65.62
1.618 63.20
2.618 59.28
4.250 52.88
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 72.63 72.31
PP 72.07 71.41
S1 71.50 70.52

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

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