NYMEX Light Sweet Crude Oil Future May 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 77.16 78.42 1.26 1.6% 77.65
High 77.82 78.42 0.60 0.8% 79.61
Low 77.16 77.70 0.54 0.7% 77.65
Close 77.49 77.77 0.28 0.4% 78.10
Range 0.66 0.72 0.06 9.1% 1.96
ATR 1.26 1.24 -0.02 -1.9% 0.00
Volume 1,305 1,902 597 45.7% 11,781
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 80.12 79.67 78.17
R3 79.40 78.95 77.97
R2 78.68 78.68 77.90
R1 78.23 78.23 77.84 78.10
PP 77.96 77.96 77.96 77.90
S1 77.51 77.51 77.70 77.38
S2 77.24 77.24 77.64
S3 76.52 76.79 77.57
S4 75.80 76.07 77.37
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 84.33 83.18 79.18
R3 82.37 81.22 78.64
R2 80.41 80.41 78.46
R1 79.26 79.26 78.28 79.84
PP 78.45 78.45 78.45 78.74
S1 77.30 77.30 77.92 77.88
S2 76.49 76.49 77.74
S3 74.53 75.34 77.56
S4 72.57 73.38 77.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.05 76.86 2.19 2.8% 0.49 0.6% 42% False False 1,676
10 79.61 75.00 4.61 5.9% 0.68 0.9% 60% False False 1,892
20 79.61 70.62 8.99 11.6% 0.65 0.8% 80% False False 2,089
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 0.03
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 81.48
2.618 80.30
1.618 79.58
1.000 79.14
0.618 78.86
HIGH 78.42
0.618 78.14
0.500 78.06
0.382 77.98
LOW 77.70
0.618 77.26
1.000 76.98
1.618 76.54
2.618 75.82
4.250 74.64
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 78.06 77.73
PP 77.96 77.68
S1 77.87 77.64

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

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