NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 74.60 76.13 1.53 2.1% 78.66
High 75.70 77.95 2.25 3.0% 79.76
Low 74.31 74.73 0.42 0.6% 75.90
Close 75.67 77.46 1.79 2.4% 76.28
Range 1.39 3.22 1.83 131.7% 3.86
ATR
Volume 1,877 1,268 -609 -32.4% 12,505
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 86.37 85.14 79.23
R3 83.15 81.92 78.35
R2 79.93 79.93 78.05
R1 78.70 78.70 77.76 79.32
PP 76.71 76.71 76.71 77.02
S1 75.48 75.48 77.16 76.10
S2 73.49 73.49 76.87
S3 70.27 72.26 76.57
S4 67.05 69.04 75.69
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 88.89 86.45 78.40
R3 85.03 82.59 77.34
R2 81.17 81.17 76.99
R1 78.73 78.73 76.63 78.02
PP 77.31 77.31 77.31 76.96
S1 74.87 74.87 75.93 74.16
S2 73.45 73.45 75.57
S3 69.59 71.01 75.22
S4 65.73 67.15 74.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.76 74.31 5.45 7.0% 2.14 2.8% 58% False False 2,320
10 80.84 74.31 6.53 8.4% 1.90 2.4% 48% False False 2,283
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 0.37
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 91.64
2.618 86.38
1.618 83.16
1.000 81.17
0.618 79.94
HIGH 77.95
0.618 76.72
0.500 76.34
0.382 75.96
LOW 74.73
0.618 72.74
1.000 71.51
1.618 69.52
2.618 66.30
4.250 61.05
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 77.09 77.18
PP 76.71 76.89
S1 76.34 76.61

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

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