NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 71.58 72.40 0.82 1.1% 78.43
High 72.15 72.42 0.27 0.4% 78.43
Low 71.57 71.78 0.21 0.3% 75.25
Close 72.15 71.78 -0.37 -0.5% 76.91
Range 0.58 0.64 0.06 10.3% 3.18
ATR 1.17 1.13 -0.04 -3.2% 0.00
Volume 2,856 3,667 811 28.4% 9,624
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 73.91 73.49 72.13
R3 73.27 72.85 71.96
R2 72.63 72.63 71.90
R1 72.21 72.21 71.84 72.10
PP 71.99 71.99 71.99 71.94
S1 71.57 71.57 71.72 71.46
S2 71.35 71.35 71.66
S3 70.71 70.93 71.60
S4 70.07 70.29 71.43
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 86.40 84.84 78.66
R3 83.22 81.66 77.78
R2 80.04 80.04 77.49
R1 78.48 78.48 77.20 77.67
PP 76.86 76.86 76.86 76.46
S1 75.30 75.30 76.62 74.49
S2 73.68 73.68 76.33
S3 70.50 72.12 76.04
S4 67.32 68.94 75.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.91 71.57 5.34 7.4% 0.73 1.0% 4% False False 2,819
10 78.43 71.57 6.86 9.6% 0.44 0.6% 3% False False 2,269
20 79.05 71.57 7.48 10.4% 0.63 0.9% 3% False False 2,114
40 79.61 65.75 13.86 19.3% 0.64 0.9% 44% False False 2,112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.01
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.14
2.618 74.10
1.618 73.46
1.000 73.06
0.618 72.82
HIGH 72.42
0.618 72.18
0.500 72.10
0.382 72.02
LOW 71.78
0.618 71.38
1.000 71.14
1.618 70.74
2.618 70.10
4.250 69.06
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 72.10 73.25
PP 71.99 72.76
S1 71.89 72.27

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

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