NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 78.43 78.22 -0.21 -0.3% 73.78
High 78.43 78.22 -0.21 -0.3% 78.32
Low 78.43 78.22 -0.21 -0.3% 73.54
Close 78.43 76.33 -2.10 -2.7% 78.23
Range
ATR 1.18 1.11 -0.07 -5.9% 0.00
Volume 1,391 2,112 721 51.8% 10,110
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 77.59 76.96 76.33
R3 77.59 76.96 76.33
R2 77.59 77.59 76.33
R1 76.96 76.96 76.33 77.28
PP 77.59 77.59 77.59 77.75
S1 76.96 76.96 76.33 77.28
S2 77.59 77.59 76.33
S3 77.59 76.96 76.33
S4 77.59 76.96 76.33
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 91.04 89.41 80.86
R3 86.26 84.63 79.54
R2 81.48 81.48 79.11
R1 79.85 79.85 78.67 80.67
PP 76.70 76.70 76.70 77.10
S1 75.07 75.07 77.79 75.89
S2 71.92 71.92 77.35
S3 67.14 70.29 76.92
S4 62.36 65.51 75.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.43 76.53 1.90 2.5% 0.06 0.1% -11% False False 2,065
10 78.43 73.54 4.89 6.4% 0.74 1.0% 57% False False 2,052
20 79.61 71.82 7.79 10.2% 0.68 0.9% 58% False False 1,924
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Fibonacci Retracements and Extensions
4.250 78.22
2.618 78.22
1.618 78.22
1.000 78.22
0.618 78.22
HIGH 78.22
0.618 78.22
0.500 78.22
0.382 78.22
LOW 78.22
0.618 78.22
1.000 78.22
1.618 78.22
2.618 78.22
4.250 78.22
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 78.22 78.33
PP 77.59 77.66
S1 76.96 77.00

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

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