NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 73.81 71.15 -2.66 -3.6% 71.05
High 74.05 71.25 -2.80 -3.8% 73.90
Low 72.53 71.05 -1.48 -2.0% 70.77
Close 73.23 71.14 -2.09 -2.9% 72.73
Range 1.52 0.20 -1.32 -86.8% 3.13
ATR 1.46 1.51 0.05 3.5% 0.00
Volume 2,696 3,541 845 31.3% 14,542
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 71.75 71.64 71.25
R3 71.55 71.44 71.20
R2 71.35 71.35 71.18
R1 71.24 71.24 71.16 71.20
PP 71.15 71.15 71.15 71.12
S1 71.04 71.04 71.12 71.00
S2 70.95 70.95 71.10
S3 70.75 70.84 71.09
S4 70.55 70.64 71.03
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 74.84 71.05 3.79 5.3% 0.93 1.3% 2% False True 3,870
10 75.35 70.77 4.58 6.4% 0.88 1.2% 8% False False 2,769
20 77.20 70.77 6.43 9.0% 0.85 1.2% 6% False False 2,542
Crabel Price Patterns
NR True
NR4 True
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 0.12
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 72.10
2.618 71.77
1.618 71.57
1.000 71.45
0.618 71.37
HIGH 71.25
0.618 71.17
0.500 71.15
0.382 71.13
LOW 71.05
0.618 70.93
1.000 70.85
1.618 70.73
2.618 70.53
4.250 70.20
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 71.15 72.85
PP 71.15 72.28
S1 71.14 71.71

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

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