NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 71.90 70.60 -1.30 -1.8% 67.00
High 72.30 73.42 1.12 1.5% 72.06
Low 69.65 70.07 0.42 0.6% 66.38
Close 70.34 72.72 2.38 3.4% 70.78
Range 2.65 3.35 0.70 26.4% 5.68
ATR 2.37 2.44 0.07 3.0% 0.00
Volume 59,996 48,748 -11,248 -18.7% 179,564
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 82.12 80.77 74.56
R3 78.77 77.42 73.64
R2 75.42 75.42 73.33
R1 74.07 74.07 73.03 74.75
PP 72.07 72.07 72.07 72.41
S1 70.72 70.72 72.41 71.40
S2 68.72 68.72 72.11
S3 65.37 67.37 71.80
S4 62.02 64.02 70.88
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 73.42 68.71 4.71 6.5% 2.56 3.5% 85% True False 45,517
10 73.42 66.10 7.32 10.1% 2.43 3.3% 90% True False 41,969
20 74.39 66.10 8.29 11.4% 2.42 3.3% 80% False False 31,612
40 76.69 66.10 10.59 14.6% 2.34 3.2% 63% False False 21,928
60 77.45 65.94 11.51 15.8% 2.19 3.0% 59% False False 17,640
80 77.45 63.01 14.44 19.9% 2.08 2.9% 67% False False 14,568
100 77.45 63.01 14.44 19.9% 1.92 2.6% 67% False False 12,309
120 77.45 56.18 21.27 29.2% 1.81 2.5% 78% False False 10,577
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 87.66
2.618 82.19
1.618 78.84
1.000 76.77
0.618 75.49
HIGH 73.42
0.618 72.14
0.500 71.75
0.382 71.35
LOW 70.07
0.618 68.00
1.000 66.72
1.618 64.65
2.618 61.30
4.250 55.83
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 72.40 72.33
PP 72.07 71.93
S1 71.75 71.54

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

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