NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 70.89 71.08 0.19 0.3% 67.00
High 72.06 71.27 -0.79 -1.1% 72.06
Low 69.98 69.26 -0.72 -1.0% 66.38
Close 71.63 70.78 -0.85 -1.2% 70.78
Range 2.08 2.01 -0.07 -3.4% 5.68
ATR 2.34 2.34 0.00 0.1% 0.00
Volume 38,886 38,719 -167 -0.4% 179,564
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 76.47 75.63 71.89
R3 74.46 73.62 71.33
R2 72.45 72.45 71.15
R1 71.61 71.61 70.96 71.03
PP 70.44 70.44 70.44 70.14
S1 69.60 69.60 70.60 69.02
S2 68.43 68.43 70.41
S3 66.42 67.59 70.23
S4 64.41 65.58 69.67
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.78 84.46 73.90
R3 81.10 78.78 72.34
R2 75.42 75.42 71.82
R1 73.10 73.10 71.30 74.26
PP 69.74 69.74 69.74 70.32
S1 67.42 67.42 70.26 68.58
S2 64.06 64.06 69.74
S3 58.38 61.74 69.22
S4 52.70 56.06 67.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.06 66.38 5.68 8.0% 2.35 3.3% 77% False False 35,912
10 73.69 66.10 7.59 10.7% 2.56 3.6% 62% False False 32,153
20 74.39 66.10 8.29 11.7% 2.30 3.2% 56% False False 25,428
40 77.05 66.10 10.95 15.5% 2.23 3.1% 43% False False 17,958
60 77.45 63.01 14.44 20.4% 2.12 3.0% 54% False False 14,902
80 77.45 63.01 14.44 20.4% 2.02 2.9% 54% False False 12,382
100 77.45 61.52 15.93 22.5% 1.88 2.7% 58% False False 10,491
120 77.45 56.18 21.27 30.1% 1.74 2.5% 69% False False 9,034
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 0.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.81
2.618 76.53
1.618 74.52
1.000 73.28
0.618 72.51
HIGH 71.27
0.618 70.50
0.500 70.27
0.382 70.03
LOW 69.26
0.618 68.02
1.000 67.25
1.618 66.01
2.618 64.00
4.250 60.72
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 70.61 70.37
PP 70.44 69.96
S1 70.27 69.56

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

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