NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 69.68 68.27 -1.41 -2.0% 74.40
High 69.68 68.27 -1.41 -2.0% 74.84
Low 68.25 67.27 -0.98 -1.4% 71.05
Close 68.53 67.60 -0.93 -1.4% 71.14
Range 1.43 1.00 -0.43 -30.1% 3.79
ATR 1.61 1.59 -0.03 -1.6% 0.00
Volume 3,213 2,888 -325 -10.1% 12,240
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 70.71 70.16 68.15
R3 69.71 69.16 67.88
R2 68.71 68.71 67.78
R1 68.16 68.16 67.69 67.94
PP 67.71 67.71 67.71 67.60
S1 67.16 67.16 67.51 66.94
S2 66.71 66.71 67.42
S3 65.71 66.16 67.33
S4 64.71 65.16 67.05
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 83.71 81.22 73.22
R3 79.92 77.43 72.18
R2 76.13 76.13 71.83
R1 73.64 73.64 71.49 72.99
PP 72.34 72.34 72.34 72.02
S1 69.85 69.85 70.79 69.20
S2 68.55 68.55 70.45
S3 64.76 66.06 70.10
S4 60.97 62.27 69.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.64 67.27 7.37 10.9% 1.23 1.8% 4% False True 3,392
10 74.84 67.27 7.57 11.2% 1.02 1.5% 4% False True 3,125
20 77.20 67.27 9.93 14.7% 0.88 1.3% 3% False True 2,628
Crabel Price Patterns
NR True
NR4 False
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.52
2.618 70.89
1.618 69.89
1.000 69.27
0.618 68.89
HIGH 68.27
0.618 67.89
0.500 67.77
0.382 67.65
LOW 67.27
0.618 66.65
1.000 66.27
1.618 65.65
2.618 64.65
4.250 63.02
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 67.77 69.26
PP 67.71 68.71
S1 67.66 68.15

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

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