NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 78.55 77.27 -1.28 -1.6% 76.96
High 78.75 78.04 -0.71 -0.9% 78.75
Low 77.80 76.93 -0.87 -1.1% 76.60
Close 78.34 77.06 -1.28 -1.6% 77.06
Range 0.95 1.11 0.16 16.8% 2.15
ATR 1.80 1.77 -0.03 -1.5% 0.00
Volume 3,825 3,712 -113 -3.0% 22,718
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 80.67 79.98 77.67
R3 79.56 78.87 77.37
R2 78.45 78.45 77.26
R1 77.76 77.76 77.16 77.55
PP 77.34 77.34 77.34 77.24
S1 76.65 76.65 76.96 76.44
S2 76.23 76.23 76.86
S3 75.12 75.54 76.75
S4 74.01 74.43 76.45
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 83.92 82.64 78.24
R3 81.77 80.49 77.65
R2 79.62 79.62 77.45
R1 78.34 78.34 77.26 78.98
PP 77.47 77.47 77.47 77.79
S1 76.19 76.19 76.86 76.83
S2 75.32 75.32 76.67
S3 73.17 74.04 76.47
S4 71.02 71.89 75.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.75 76.60 2.15 2.8% 1.11 1.4% 21% False False 4,543
10 78.75 70.26 8.49 11.0% 1.47 1.9% 80% False False 4,228
20 78.75 64.26 14.49 18.8% 1.35 1.8% 88% False False 4,069
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.76
2.618 80.95
1.618 79.84
1.000 79.15
0.618 78.73
HIGH 78.04
0.618 77.62
0.500 77.49
0.382 77.35
LOW 76.93
0.618 76.24
1.000 75.82
1.618 75.13
2.618 74.02
4.250 72.21
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 77.49 77.76
PP 77.34 77.52
S1 77.20 77.29

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

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