NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 77.83 77.55 -0.28 -0.4% 73.98
High 77.83 77.55 -0.28 -0.4% 76.14
Low 77.44 77.55 0.11 0.1% 73.35
Close 77.43 78.38 0.95 1.2% 76.14
Range 0.39 0.00 -0.39 -100.0% 2.79
ATR 1.24 1.16 -0.08 -6.5% 0.00
Volume 673 2,487 1,814 269.5% 7,022
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.83 78.10 78.38
R3 77.83 78.10 78.38
R2 77.83 77.83 78.38
R1 78.10 78.10 78.38 77.97
PP 77.83 77.83 77.83 77.76
S1 78.10 78.10 78.38 77.97
S2 77.83 77.83 78.38
S3 77.83 78.10 78.38
S4 77.83 78.10 78.38
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 83.58 82.65 77.67
R3 80.79 79.86 76.91
R2 78.00 78.00 76.65
R1 77.07 77.07 76.40 77.54
PP 75.21 75.21 75.21 75.44
S1 74.28 74.28 75.88 74.75
S2 72.42 72.42 75.63
S3 69.63 71.49 75.37
S4 66.84 68.70 74.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.83 73.35 4.48 5.7% 0.70 0.9% 112% False False 1,609
10 77.83 71.93 5.90 7.5% 0.83 1.1% 109% False False 1,442
20 77.83 70.69 7.14 9.1% 0.64 0.8% 108% False False 1,468
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.55
2.618 77.55
1.618 77.55
1.000 77.55
0.618 77.55
HIGH 77.55
0.618 77.55
0.500 77.55
0.382 77.55
LOW 77.55
0.618 77.55
1.000 77.55
1.618 77.55
2.618 77.55
4.250 77.55
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 78.10 77.92
PP 77.83 77.45
S1 77.55 76.99

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

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