NYMEX Light Sweet Crude Oil Future June 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 79.00 78.11 -0.89 -1.1% 75.33
High 79.21 79.00 -0.21 -0.3% 79.24
Low 78.50 76.19 -2.31 -2.9% 74.00
Close 78.88 76.80 -2.08 -2.6% 78.68
Range 0.71 2.81 2.10 295.8% 5.24
ATR 1.85 1.92 0.07 3.7% 0.00
Volume 6,769 5,414 -1,355 -20.0% 42,718
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 85.76 84.09 78.35
R3 82.95 81.28 77.57
R2 80.14 80.14 77.32
R1 78.47 78.47 77.06 77.90
PP 77.33 77.33 77.33 77.05
S1 75.66 75.66 76.54 75.09
S2 74.52 74.52 76.28
S3 71.71 72.85 76.03
S4 68.90 70.04 75.25
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 93.03 91.09 81.56
R3 87.79 85.85 80.12
R2 82.55 82.55 79.64
R1 80.61 80.61 79.16 81.58
PP 77.31 77.31 77.31 77.79
S1 75.37 75.37 78.20 76.34
S2 72.07 72.07 77.72
S3 66.83 70.13 77.24
S4 61.59 64.89 75.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.24 76.19 3.05 4.0% 1.83 2.4% 20% False True 8,659
10 79.39 74.00 5.39 7.0% 1.89 2.5% 52% False False 7,842
20 80.55 72.33 8.22 10.7% 1.91 2.5% 54% False False 9,114
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 0.30
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 90.94
2.618 86.36
1.618 83.55
1.000 81.81
0.618 80.74
HIGH 79.00
0.618 77.93
0.500 77.60
0.382 77.26
LOW 76.19
0.618 74.45
1.000 73.38
1.618 71.64
2.618 68.83
4.250 64.25
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 77.60 77.72
PP 77.33 77.41
S1 77.07 77.11

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

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