NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 65.72 66.86 1.14 1.7% 69.68
High 67.25 68.03 0.78 1.2% 69.68
Low 65.71 66.86 1.15 1.8% 64.47
Close 67.15 68.05 0.90 1.3% 65.17
Range 1.54 1.17 -0.37 -24.0% 5.21
ATR 1.60 1.57 -0.03 -1.9% 0.00
Volume 4,834 4,616 -218 -4.5% 17,449
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 71.16 70.77 68.69
R3 69.99 69.60 68.37
R2 68.82 68.82 68.26
R1 68.43 68.43 68.16 68.63
PP 67.65 67.65 67.65 67.74
S1 67.26 67.26 67.94 67.46
S2 66.48 66.48 67.84
S3 65.31 66.09 67.73
S4 64.14 64.92 67.41
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 82.07 78.83 68.04
R3 76.86 73.62 66.60
R2 71.65 71.65 66.13
R1 68.41 68.41 65.65 67.43
PP 66.44 66.44 66.44 65.95
S1 63.20 63.20 64.69 62.22
S2 61.23 61.23 64.21
S3 56.02 57.99 63.74
S4 50.81 52.78 62.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.03 63.61 4.42 6.5% 1.08 1.6% 100% True False 3,269
10 71.25 63.61 7.64 11.2% 1.04 1.5% 58% False False 3,510
20 75.35 63.61 11.74 17.3% 0.95 1.4% 38% False False 3,208
40 77.20 63.61 13.59 20.0% 0.99 1.5% 33% False False 2,675
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 0.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.00
2.618 71.09
1.618 69.92
1.000 69.20
0.618 68.75
HIGH 68.03
0.618 67.58
0.500 67.45
0.382 67.31
LOW 66.86
0.618 66.14
1.000 65.69
1.618 64.97
2.618 63.80
4.250 61.89
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 67.85 67.47
PP 67.65 66.88
S1 67.45 66.30

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

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