NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 74.47 74.39 -0.08 -0.1% 70.57
High 74.92 74.48 -0.44 -0.6% 74.75
Low 73.79 72.49 -1.30 -1.8% 70.45
Close 74.06 73.00 -1.06 -1.4% 73.62
Range 1.13 1.99 0.86 76.1% 4.30
ATR 1.80 1.82 0.01 0.7% 0.00
Volume 2,758 2,758 0 0.0% 11,402
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 79.29 78.14 74.09
R3 77.30 76.15 73.55
R2 75.31 75.31 73.36
R1 74.16 74.16 73.18 73.74
PP 73.32 73.32 73.32 73.12
S1 72.17 72.17 72.82 71.75
S2 71.33 71.33 72.64
S3 69.34 70.18 72.45
S4 67.35 68.19 71.91
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.84 84.03 75.99
R3 81.54 79.73 74.80
R2 77.24 77.24 74.41
R1 75.43 75.43 74.01 76.34
PP 72.94 72.94 72.94 73.39
S1 71.13 71.13 73.23 72.04
S2 68.64 68.64 72.83
S3 64.34 66.83 72.44
S4 60.04 62.53 71.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.92 71.85 3.07 4.2% 1.53 2.1% 37% False False 2,687
10 74.92 70.06 4.86 6.7% 1.68 2.3% 60% False False 2,556
20 76.87 70.06 6.81 9.3% 1.54 2.1% 43% False False 2,739
40 79.76 70.06 9.70 13.3% 1.57 2.1% 30% False False 2,777
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.94
2.618 79.69
1.618 77.70
1.000 76.47
0.618 75.71
HIGH 74.48
0.618 73.72
0.500 73.49
0.382 73.25
LOW 72.49
0.618 71.26
1.000 70.50
1.618 69.27
2.618 67.28
4.250 64.03
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 73.49 73.39
PP 73.32 73.26
S1 73.16 73.13

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

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