NYMEX Light Sweet Crude Oil Future June 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 72.92 72.64 -0.28 -0.4% 79.00
High 73.50 73.10 -0.40 -0.5% 79.21
Low 72.00 72.20 0.20 0.3% 75.32
Close 72.64 72.24 -0.40 -0.6% 77.36
Range 1.50 0.90 -0.60 -40.0% 3.89
ATR 2.00 1.92 -0.08 -3.9% 0.00
Volume 6,222 16,607 10,385 166.9% 34,064
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 75.21 74.63 72.74
R3 74.31 73.73 72.49
R2 73.41 73.41 72.41
R1 72.83 72.83 72.32 72.67
PP 72.51 72.51 72.51 72.44
S1 71.93 71.93 72.16 71.77
S2 71.61 71.61 72.08
S3 70.71 71.03 71.99
S4 69.81 70.13 71.75
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 88.97 87.05 79.50
R3 85.08 83.16 78.43
R2 81.19 81.19 78.07
R1 79.27 79.27 77.72 78.29
PP 77.30 77.30 77.30 76.80
S1 75.38 75.38 77.00 74.40
S2 73.41 73.41 76.65
S3 69.52 71.49 76.29
S4 65.63 67.60 75.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.84 72.00 5.84 8.1% 1.62 2.2% 4% False False 9,070
10 79.24 72.00 7.24 10.0% 1.70 2.3% 3% False False 8,082
20 80.14 72.00 8.14 11.3% 1.78 2.5% 3% False False 8,093
40 80.55 65.66 14.89 20.6% 1.79 2.5% 44% False False 8,390
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 76.93
2.618 75.46
1.618 74.56
1.000 74.00
0.618 73.66
HIGH 73.10
0.618 72.76
0.500 72.65
0.382 72.54
LOW 72.20
0.618 71.64
1.000 71.30
1.618 70.74
2.618 69.84
4.250 68.38
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 72.65 73.89
PP 72.51 73.34
S1 72.38 72.79

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

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