NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 77.55 79.05 1.50 1.9% 73.98
High 77.55 79.07 1.52 2.0% 76.14
Low 77.55 79.05 1.50 1.9% 73.35
Close 78.38 79.07 0.69 0.9% 76.14
Range 0.00 0.02 0.02 2.79
ATR 1.16 1.13 -0.03 -2.9% 0.00
Volume 2,487 1,759 -728 -29.3% 7,022
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 79.12 79.12 79.08
R3 79.10 79.10 79.08
R2 79.08 79.08 79.07
R1 79.08 79.08 79.07 79.08
PP 79.06 79.06 79.06 79.07
S1 79.06 79.06 79.07 79.06
S2 79.04 79.04 79.07
S3 79.02 79.04 79.06
S4 79.00 79.02 79.06
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 79.07 74.24 4.83 6.1% 0.41 0.5% 100% True False 1,667
10 79.07 73.35 5.72 7.2% 0.55 0.7% 100% True False 1,494
20 79.07 70.69 8.38 10.6% 0.64 0.8% 100% True False 1,460
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 0.02
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.16
2.618 79.12
1.618 79.10
1.000 79.09
0.618 79.08
HIGH 79.07
0.618 79.06
0.500 79.06
0.382 79.06
LOW 79.05
0.618 79.04
1.000 79.03
1.618 79.02
2.618 79.00
4.250 78.97
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 79.07 78.80
PP 79.06 78.53
S1 79.06 78.26

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

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