NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 73.10 73.74 0.64 0.9% 71.21
High 74.05 74.33 0.28 0.4% 74.24
Low 73.10 73.43 0.33 0.5% 70.78
Close 73.87 73.81 -0.06 -0.1% 73.87
Range 0.95 0.90 -0.05 -5.3% 3.46
ATR 1.49 1.45 -0.04 -2.8% 0.00
Volume 1,858 2,521 663 35.7% 14,948
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 76.56 76.08 74.31
R3 75.66 75.18 74.06
R2 74.76 74.76 73.98
R1 74.28 74.28 73.89 74.52
PP 73.86 73.86 73.86 73.98
S1 73.38 73.38 73.73 73.62
S2 72.96 72.96 73.65
S3 72.06 72.48 73.56
S4 71.16 71.58 73.32
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 83.34 82.07 75.77
R3 79.88 78.61 74.82
R2 76.42 76.42 74.50
R1 75.15 75.15 74.19 75.79
PP 72.96 72.96 72.96 73.28
S1 71.69 71.69 73.55 72.33
S2 69.50 69.50 73.24
S3 66.04 68.23 72.92
S4 62.58 64.77 71.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.33 70.78 3.55 4.8% 1.33 1.8% 85% True False 2,832
10 74.33 64.51 9.82 13.3% 1.27 1.7% 95% True False 2,577
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.12
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 78.16
2.618 76.69
1.618 75.79
1.000 75.23
0.618 74.89
HIGH 74.33
0.618 73.99
0.500 73.88
0.382 73.77
LOW 73.43
0.618 72.87
1.000 72.53
1.618 71.97
2.618 71.07
4.250 69.61
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 73.88 73.73
PP 73.86 73.65
S1 73.83 73.57

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

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