NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 75.00 77.65 2.65 3.5% 75.95
High 76.62 78.26 1.64 2.1% 76.62
Low 75.00 77.65 2.65 3.5% 71.82
Close 76.62 78.26 1.64 2.1% 76.62
Range 1.62 0.61 -1.01 -62.3% 4.80
ATR 1.52 1.53 0.01 0.5% 0.00
Volume 1,337 2,168 831 62.2% 7,580
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 79.89 79.68 78.60
R3 79.28 79.07 78.43
R2 78.67 78.67 78.37
R1 78.46 78.46 78.32 78.57
PP 78.06 78.06 78.06 78.11
S1 77.85 77.85 78.20 77.96
S2 77.45 77.45 78.15
S3 76.84 77.24 78.09
S4 76.23 76.63 77.92
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 89.42 87.82 79.26
R3 84.62 83.02 77.94
R2 79.82 79.82 77.50
R1 78.22 78.22 77.06 79.02
PP 75.02 75.02 75.02 75.42
S1 73.42 73.42 76.18 74.22
S2 70.22 70.22 75.74
S3 65.42 68.62 75.30
S4 60.62 63.82 73.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.26 71.82 6.44 8.2% 0.62 0.8% 100% True False 1,599
10 78.26 71.82 6.44 8.2% 0.80 1.0% 100% True False 2,391
20 78.26 65.75 12.51 16.0% 0.69 0.9% 100% True False 2,035
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 0.02
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.85
2.618 79.86
1.618 79.25
1.000 78.87
0.618 78.64
HIGH 78.26
0.618 78.03
0.500 77.96
0.382 77.88
LOW 77.65
0.618 77.27
1.000 77.04
1.618 76.66
2.618 76.05
4.250 75.06
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 78.16 77.67
PP 78.06 77.07
S1 77.96 76.48

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

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