NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 75.83 76.73 0.90 1.2% 76.96
High 76.66 77.83 1.17 1.5% 78.75
Low 75.83 76.04 0.21 0.3% 76.60
Close 76.39 76.74 0.35 0.5% 77.06
Range 0.83 1.79 0.96 115.7% 2.15
ATR 1.64 1.65 0.01 0.7% 0.00
Volume 2,277 3,622 1,345 59.1% 22,718
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 82.24 81.28 77.72
R3 80.45 79.49 77.23
R2 78.66 78.66 77.07
R1 77.70 77.70 76.90 78.18
PP 76.87 76.87 76.87 77.11
S1 75.91 75.91 76.58 76.39
S2 75.08 75.08 76.41
S3 73.29 74.12 76.25
S4 71.50 72.33 75.76
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 78.04 75.74 2.30 3.0% 1.23 1.6% 43% False False 2,637
10 78.75 72.19 6.56 8.5% 1.34 1.8% 69% False False 3,562
20 78.75 69.50 9.25 12.1% 1.35 1.8% 78% False False 3,907
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 85.44
2.618 82.52
1.618 80.73
1.000 79.62
0.618 78.94
HIGH 77.83
0.618 77.15
0.500 76.94
0.382 76.72
LOW 76.04
0.618 74.93
1.000 74.25
1.618 73.14
2.618 71.35
4.250 68.43
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 76.94 76.79
PP 76.87 76.77
S1 76.81 76.76

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

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