NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 71.72 72.31 0.59 0.8% 67.88
High 72.93 72.67 -0.26 -0.4% 72.50
Low 71.44 70.26 -1.18 -1.7% 66.89
Close 71.92 70.80 -1.12 -1.6% 71.23
Range 1.49 2.41 0.92 61.7% 5.61
ATR 2.10 2.12 0.02 1.0% 0.00
Volume 18,398 18,398 0 0.0% 57,855
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.47 77.05 72.13
R3 76.06 74.64 71.46
R2 73.65 73.65 71.24
R1 72.23 72.23 71.02 71.74
PP 71.24 71.24 71.24 71.00
S1 69.82 69.82 70.58 69.33
S2 68.83 68.83 70.36
S3 66.42 67.41 70.14
S4 64.01 65.00 69.47
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 87.04 84.74 74.32
R3 81.43 79.13 72.77
R2 75.82 75.82 72.26
R1 73.52 73.52 71.74 74.67
PP 70.21 70.21 70.21 70.78
S1 67.91 67.91 70.72 69.06
S2 64.60 64.60 70.20
S3 58.99 62.30 69.69
S4 53.38 56.69 68.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.93 69.21 3.72 5.3% 2.07 2.9% 43% False False 15,722
10 72.93 66.82 6.11 8.6% 2.20 3.1% 65% False False 14,136
20 74.79 66.82 7.97 11.3% 2.04 2.9% 50% False False 10,393
40 77.22 66.82 10.40 14.7% 1.91 2.7% 38% False False 7,892
60 78.00 65.71 12.29 17.4% 1.74 2.5% 41% False False 6,963
80 78.00 63.61 14.39 20.3% 1.54 2.2% 50% False False 5,949
100 78.00 63.29 14.71 20.8% 1.43 2.0% 51% False False 5,173
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.91
2.618 78.98
1.618 76.57
1.000 75.08
0.618 74.16
HIGH 72.67
0.618 71.75
0.500 71.47
0.382 71.18
LOW 70.26
0.618 68.77
1.000 67.85
1.618 66.36
2.618 63.95
4.250 60.02
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 71.47 71.07
PP 71.24 70.98
S1 71.02 70.89

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

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