NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 71.59 69.11 -2.48 -3.5% 72.33
High 71.59 69.48 -2.11 -2.9% 74.16
Low 68.66 68.38 -0.28 -0.4% 68.38
Close 68.77 68.62 -0.15 -0.2% 68.62
Range 2.93 1.10 -1.83 -62.5% 5.78
ATR 1.64 1.60 -0.04 -2.3% 0.00
Volume 3,980 7,451 3,471 87.2% 20,326
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 72.13 71.47 69.23
R3 71.03 70.37 68.92
R2 69.93 69.93 68.82
R1 69.27 69.27 68.72 69.05
PP 68.83 68.83 68.83 68.72
S1 68.17 68.17 68.52 67.95
S2 67.73 67.73 68.42
S3 66.63 67.07 68.32
S4 65.53 65.97 68.02
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 87.73 83.95 71.80
R3 81.95 78.17 70.21
R2 76.17 76.17 69.68
R1 72.39 72.39 69.15 71.39
PP 70.39 70.39 70.39 69.89
S1 66.61 66.61 68.09 65.61
S2 64.61 64.61 67.56
S3 58.83 60.83 67.03
S4 53.05 55.05 65.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.16 68.38 5.78 8.4% 1.67 2.4% 4% False True 4,065
10 75.49 68.38 7.11 10.4% 1.25 1.8% 3% False True 3,308
20 76.89 68.38 8.51 12.4% 1.18 1.7% 3% False True 2,941
40 79.10 68.38 10.72 15.6% 1.10 1.6% 2% False True 2,495
60 79.10 65.05 14.05 20.5% 0.96 1.4% 25% False False 2,472
Crabel Price Patterns
NR True
NR4 True
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 0.12
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 74.16
2.618 72.36
1.618 71.26
1.000 70.58
0.618 70.16
HIGH 69.48
0.618 69.06
0.500 68.93
0.382 68.80
LOW 68.38
0.618 67.70
1.000 67.28
1.618 66.60
2.618 65.50
4.250 63.71
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 68.93 71.14
PP 68.83 70.30
S1 68.72 69.46

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

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