NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 75.09 75.45 0.36 0.5% 71.21
High 75.12 75.79 0.67 0.9% 74.24
Low 74.49 75.33 0.84 1.1% 70.78
Close 75.07 75.83 0.76 1.0% 73.87
Range 0.63 0.46 -0.17 -27.0% 3.46
ATR 1.44 1.39 -0.05 -3.6% 0.00
Volume 2,063 1,730 -333 -16.1% 14,948
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 77.03 76.89 76.08
R3 76.57 76.43 75.96
R2 76.11 76.11 75.91
R1 75.97 75.97 75.87 76.04
PP 75.65 75.65 75.65 75.69
S1 75.51 75.51 75.79 75.58
S2 75.19 75.19 75.75
S3 74.73 75.05 75.70
S4 74.27 74.59 75.58
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 75.79 72.80 2.99 3.9% 0.88 1.2% 101% True False 2,288
10 75.79 66.55 9.24 12.2% 1.14 1.5% 100% True False 2,697
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.09
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 77.75
2.618 76.99
1.618 76.53
1.000 76.25
0.618 76.07
HIGH 75.79
0.618 75.61
0.500 75.56
0.382 75.51
LOW 75.33
0.618 75.05
1.000 74.87
1.618 74.59
2.618 74.13
4.250 73.38
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 75.74 75.42
PP 75.65 75.02
S1 75.56 74.61

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

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