NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 68.52 70.62 2.10 3.1% 65.75
High 69.06 70.62 1.56 2.3% 70.62
Low 68.50 70.62 2.12 3.1% 65.75
Close 69.64 71.18 1.54 2.2% 71.18
Range 0.56 0.00 -0.56 -100.0% 4.87
ATR
Volume 1,225 1,348 123 10.0% 8,475
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 70.81 70.99 71.18
R3 70.81 70.99 71.18
R2 70.81 70.81 71.18
R1 70.99 70.99 71.18 70.90
PP 70.81 70.81 70.81 70.76
S1 70.99 70.99 71.18 70.90
S2 70.81 70.81 71.18
S3 70.81 70.99 71.18
S4 70.81 70.99 71.18
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 83.79 82.36 73.86
R3 78.92 77.49 72.52
R2 74.05 74.05 72.07
R1 72.62 72.62 71.63 73.34
PP 69.18 69.18 69.18 69.54
S1 67.75 67.75 70.73 68.47
S2 64.31 64.31 70.29
S3 59.44 62.88 69.84
S4 54.57 58.01 68.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.62 65.75 4.87 6.8% 0.47 0.7% 111% True False 1,695
10 70.62 65.75 4.87 6.8% 0.59 0.8% 111% True False 1,658
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 0.00
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 70.62
2.618 70.62
1.618 70.62
1.000 70.62
0.618 70.62
HIGH 70.62
0.618 70.62
0.500 70.62
0.382 70.62
LOW 70.62
0.618 70.62
1.000 70.62
1.618 70.62
2.618 70.62
4.250 70.62
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 70.99 70.46
PP 70.81 69.73
S1 70.62 69.01

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

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