NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 69.49 72.46 2.97 4.3% 74.50
High 73.23 73.72 0.49 0.7% 75.15
Low 69.42 72.05 2.63 3.8% 68.77
Close 72.45 72.62 0.17 0.2% 69.63
Range 3.81 1.67 -2.14 -56.2% 6.38
ATR 2.25 2.21 -0.04 -1.8% 0.00
Volume 13,113 17,456 4,343 33.1% 53,371
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 77.81 76.88 73.54
R3 76.14 75.21 73.08
R2 74.47 74.47 72.93
R1 73.54 73.54 72.77 74.01
PP 72.80 72.80 72.80 73.03
S1 71.87 71.87 72.47 72.34
S2 71.13 71.13 72.31
S3 69.46 70.20 72.16
S4 67.79 68.53 71.70
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 90.32 86.36 73.14
R3 83.94 79.98 71.38
R2 77.56 77.56 70.80
R1 73.60 73.60 70.21 72.39
PP 71.18 71.18 71.18 70.58
S1 67.22 67.22 69.05 66.01
S2 64.80 64.80 68.46
S3 58.42 60.84 67.88
S4 52.04 54.46 66.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.72 68.77 4.95 6.8% 2.01 2.8% 78% True False 13,196
10 75.29 68.77 6.52 9.0% 2.30 3.2% 59% False False 11,713
20 76.69 68.77 7.92 10.9% 2.25 3.1% 49% False False 11,484
40 77.45 65.11 12.34 17.0% 2.09 2.9% 61% False False 10,299
60 77.45 63.01 14.44 19.9% 1.98 2.7% 67% False False 8,587
80 77.45 62.75 14.70 20.2% 1.79 2.5% 67% False False 7,241
100 77.45 56.18 21.27 29.3% 1.69 2.3% 77% False False 6,161
120 77.45 56.18 21.27 29.3% 1.59 2.2% 77% False False 5,432
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 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.82
2.618 78.09
1.618 76.42
1.000 75.39
0.618 74.75
HIGH 73.72
0.618 73.08
0.500 72.89
0.382 72.69
LOW 72.05
0.618 71.02
1.000 70.38
1.618 69.35
2.618 67.68
4.250 64.95
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 72.89 72.16
PP 72.80 71.70
S1 72.71 71.25

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

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