NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 78.50 78.67 0.17 0.2% 78.98
High 79.39 78.78 -0.61 -0.8% 79.39
Low 78.05 75.52 -2.53 -3.2% 75.52
Close 78.23 75.83 -2.40 -3.1% 75.83
Range 1.34 3.26 1.92 143.3% 3.87
ATR 1.80 1.90 0.10 5.8% 0.00
Volume 7,758 11,004 3,246 41.8% 35,505
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 86.49 84.42 77.62
R3 83.23 81.16 76.73
R2 79.97 79.97 76.43
R1 77.90 77.90 76.13 77.31
PP 76.71 76.71 76.71 76.41
S1 74.64 74.64 75.53 74.05
S2 73.45 73.45 75.23
S3 70.19 71.38 74.93
S4 66.93 68.12 74.04
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 88.52 86.05 77.96
R3 84.65 82.18 76.89
R2 80.78 80.78 76.54
R1 78.31 78.31 76.18 77.61
PP 76.91 76.91 76.91 76.57
S1 74.44 74.44 75.48 73.74
S2 73.04 73.04 75.12
S3 69.17 70.57 74.77
S4 65.30 66.70 73.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.39 75.52 3.87 5.1% 1.75 2.3% 8% False True 7,101
10 80.55 75.52 5.03 6.6% 1.67 2.2% 6% False True 10,196
20 80.55 72.18 8.37 11.0% 1.79 2.4% 44% False False 9,082
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 92.64
2.618 87.31
1.618 84.05
1.000 82.04
0.618 80.79
HIGH 78.78
0.618 77.53
0.500 77.15
0.382 76.77
LOW 75.52
0.618 73.51
1.000 72.26
1.618 70.25
2.618 66.99
4.250 61.67
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 77.15 77.46
PP 76.71 76.91
S1 76.27 76.37

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

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