NYMEX Light Sweet Crude Oil Future June 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 77.35 78.50 1.15 1.5% 77.50
High 78.37 79.39 1.02 1.3% 80.55
Low 77.35 78.05 0.70 0.9% 77.38
Close 77.99 78.23 0.24 0.3% 78.58
Range 1.02 1.34 0.32 31.4% 3.17
ATR 1.83 1.80 -0.03 -1.7% 0.00
Volume 4,762 7,758 2,996 62.9% 66,458
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 82.58 81.74 78.97
R3 81.24 80.40 78.60
R2 79.90 79.90 78.48
R1 79.06 79.06 78.35 78.81
PP 78.56 78.56 78.56 78.43
S1 77.72 77.72 78.11 77.47
S2 77.22 77.22 77.98
S3 75.88 76.38 77.86
S4 74.54 75.04 77.49
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 88.35 86.63 80.32
R3 85.18 83.46 79.45
R2 82.01 82.01 79.16
R1 80.29 80.29 78.87 81.15
PP 78.84 78.84 78.84 79.27
S1 77.12 77.12 78.29 77.98
S2 75.67 75.67 78.00
S3 72.50 73.95 77.71
S4 69.33 70.78 76.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.14 77.22 2.92 3.7% 1.44 1.8% 35% False False 7,315
10 80.55 74.38 6.17 7.9% 1.64 2.1% 62% False False 10,414
20 80.55 69.65 10.90 13.9% 1.74 2.2% 79% False False 9,049
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.09
2.618 82.90
1.618 81.56
1.000 80.73
0.618 80.22
HIGH 79.39
0.618 78.88
0.500 78.72
0.382 78.56
LOW 78.05
0.618 77.22
1.000 76.71
1.618 75.88
2.618 74.54
4.250 72.36
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 78.72 78.31
PP 78.56 78.28
S1 78.39 78.26

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

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