NYMEX Light Sweet Crude Oil Future June 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 68.88 69.66 0.78 1.1% 67.29
High 70.14 71.96 1.82 2.6% 71.96
Low 68.44 69.65 1.21 1.8% 65.66
Close 70.12 71.66 1.54 2.2% 71.66
Range 1.70 2.31 0.61 35.9% 6.30
ATR
Volume 5,802 10,359 4,557 78.5% 34,713
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 78.02 77.15 72.93
R3 75.71 74.84 72.30
R2 73.40 73.40 72.08
R1 72.53 72.53 71.87 72.97
PP 71.09 71.09 71.09 71.31
S1 70.22 70.22 71.45 70.66
S2 68.78 68.78 71.24
S3 66.47 67.91 71.02
S4 64.16 65.60 70.39
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 88.66 86.46 75.13
R3 82.36 80.16 73.39
R2 76.06 76.06 72.82
R1 73.86 73.86 72.24 74.96
PP 69.76 69.76 69.76 70.31
S1 67.56 67.56 71.08 68.66
S2 63.46 63.46 70.51
S3 57.16 61.26 69.93
S4 50.86 54.96 68.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.96 65.66 6.30 8.8% 1.98 2.8% 95% True False 6,942
10 71.96 65.66 6.30 8.8% 1.62 2.3% 95% True False 6,391
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.78
2.618 78.01
1.618 75.70
1.000 74.27
0.618 73.39
HIGH 71.96
0.618 71.08
0.500 70.81
0.382 70.53
LOW 69.65
0.618 68.22
1.000 67.34
1.618 65.91
2.618 63.60
4.250 59.83
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 71.38 70.88
PP 71.09 70.10
S1 70.81 69.33

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

View Archives - Comment on this page... - Back to Index of Symbols