NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 78.82 76.04 -2.78 -3.5% 74.60
High 78.91 76.93 -1.98 -2.5% 79.61
Low 76.98 76.04 -0.94 -1.2% 74.31
Close 77.18 76.93 -0.25 -0.3% 79.03
Range 1.93 0.89 -1.04 -53.9% 5.30
ATR 1.86 1.81 -0.05 -2.8% 0.00
Volume 1,494 3,475 1,981 132.6% 13,771
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 79.30 79.01 77.42
R3 78.41 78.12 77.17
R2 77.52 77.52 77.09
R1 77.23 77.23 77.01 77.38
PP 76.63 76.63 76.63 76.71
S1 76.34 76.34 76.85 76.49
S2 75.74 75.74 76.77
S3 74.85 75.45 76.69
S4 73.96 74.56 76.44
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 93.55 91.59 81.95
R3 88.25 86.29 80.49
R2 82.95 82.95 80.00
R1 80.99 80.99 79.52 81.97
PP 77.65 77.65 77.65 78.14
S1 75.69 75.69 78.54 76.67
S2 72.35 72.35 78.06
S3 67.05 70.39 77.57
S4 61.75 65.09 76.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.47 76.04 3.43 4.5% 1.05 1.4% 26% False True 2,627
10 79.76 74.31 5.45 7.1% 1.78 2.3% 48% False False 2,482
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.71
2.618 79.26
1.618 78.37
1.000 77.82
0.618 77.48
HIGH 76.93
0.618 76.59
0.500 76.49
0.382 76.38
LOW 76.04
0.618 75.49
1.000 75.15
1.618 74.60
2.618 73.71
4.250 72.26
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 76.78 77.76
PP 76.63 77.48
S1 76.49 77.21

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

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