NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 67.33 70.89 3.56 5.3% 73.36
High 71.41 72.06 0.65 0.9% 73.69
Low 67.05 69.98 2.93 4.4% 66.10
Close 71.31 71.63 0.32 0.4% 66.90
Range 4.36 2.08 -2.28 -52.3% 7.59
ATR 2.36 2.34 -0.02 -0.8% 0.00
Volume 30,893 38,886 7,993 25.9% 141,970
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.46 76.63 72.77
R3 75.38 74.55 72.20
R2 73.30 73.30 72.01
R1 72.47 72.47 71.82 72.89
PP 71.22 71.22 71.22 71.43
S1 70.39 70.39 71.44 70.81
S2 69.14 69.14 71.25
S3 67.06 68.31 71.06
S4 64.98 66.23 70.49
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 91.67 86.87 71.07
R3 84.08 79.28 68.99
R2 76.49 76.49 68.29
R1 71.69 71.69 67.60 70.30
PP 68.90 68.90 68.90 68.20
S1 64.10 64.10 66.20 62.71
S2 61.31 61.31 65.51
S3 53.72 56.51 64.81
S4 46.13 48.92 62.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.06 66.10 5.96 8.3% 2.29 3.2% 93% True False 38,421
10 74.12 66.10 8.02 11.2% 2.48 3.5% 69% False False 30,580
20 74.39 66.10 8.29 11.6% 2.28 3.2% 67% False False 24,123
40 77.45 66.10 11.35 15.8% 2.22 3.1% 49% False False 17,211
60 77.45 63.01 14.44 20.2% 2.10 2.9% 60% False False 14,385
80 77.45 63.01 14.44 20.2% 2.01 2.8% 60% False False 11,937
100 77.45 61.52 15.93 22.2% 1.87 2.6% 63% False False 10,124
120 77.45 56.18 21.27 29.7% 1.74 2.4% 73% False False 8,726
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.90
2.618 77.51
1.618 75.43
1.000 74.14
0.618 73.35
HIGH 72.06
0.618 71.27
0.500 71.02
0.382 70.77
LOW 69.98
0.618 68.69
1.000 67.90
1.618 66.61
2.618 64.53
4.250 61.14
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 71.43 70.89
PP 71.22 70.15
S1 71.02 69.41

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

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