NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 73.22 72.75 -0.47 -0.6% 71.05
High 73.90 72.75 -1.15 -1.6% 73.90
Low 72.94 72.59 -0.35 -0.5% 70.77
Close 73.75 72.73 -1.02 -1.4% 72.73
Range 0.96 0.16 -0.80 -83.3% 3.13
ATR 1.36 1.35 -0.01 -1.1% 0.00
Volume 1,683 7,111 5,428 322.5% 14,542
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 73.17 73.11 72.82
R3 73.01 72.95 72.77
R2 72.85 72.85 72.76
R1 72.79 72.79 72.74 72.74
PP 72.69 72.69 72.69 72.67
S1 72.63 72.63 72.72 72.58
S2 72.53 72.53 72.70
S3 72.37 72.47 72.69
S4 72.21 72.31 72.64
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 81.86 80.42 74.45
R3 78.73 77.29 73.59
R2 75.60 75.60 73.30
R1 74.16 74.16 73.02 74.88
PP 72.47 72.47 72.47 72.83
S1 71.03 71.03 72.44 71.75
S2 69.34 69.34 72.16
S3 66.21 67.90 71.87
S4 63.08 64.77 71.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.90 70.77 3.13 4.3% 0.74 1.0% 63% False False 2,908
10 76.28 70.77 5.51 7.6% 0.85 1.2% 36% False False 2,548
20 77.20 70.77 6.43 8.8% 0.92 1.3% 30% False False 2,584
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 0.06
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 73.43
2.618 73.17
1.618 73.01
1.000 72.91
0.618 72.85
HIGH 72.75
0.618 72.69
0.500 72.67
0.382 72.65
LOW 72.59
0.618 72.49
1.000 72.43
1.618 72.33
2.618 72.17
4.250 71.91
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 72.71 73.06
PP 72.69 72.95
S1 72.67 72.84

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

View Archives - Comment on this page... - Back to Index of Symbols