NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 28-Sep-2009

Day Change Summary
	Previous	Current
	25-Sep-2009	28-Sep-2009	Change	Change %	Previous Week
Open	70.56	69.68	-0.88	-1.2%	76.10
High	70.70	71.10	0.40	0.6%	76.10
Low	69.40	69.58	0.18	0.3%	69.40
Close	69.88	70.53	0.65	0.9%	69.88
Range	1.30	1.52	0.22	16.9%	6.70
ATR	1.99	1.95	-0.03	-1.7%	0.00
Volume	16,793	12,049	-4,744	-28.2%	57,022

Daily Pivots for day following 28-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	74.96	74.27	71.37
R3	73.44	72.75	70.95
R2	71.92	71.92	70.81
R1	71.23	71.23	70.67	71.58
PP	70.40	70.40	70.40	70.58
S1	69.71	69.71	70.39	70.06
S2	68.88	68.88	70.25
S3	67.36	68.19	70.11
S4	65.84	66.67	69.69

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	91.89	87.59	73.57
R3	85.19	80.89	71.72
R2	78.49	78.49	71.11
R1	74.19	74.19	70.49	72.99
PP	71.79	71.79	71.79	71.20
S1	67.49	67.49	69.27	66.29
S2	65.09	65.09	68.65
S3	58.39	60.79	68.04
S4	51.69	54.09	66.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.29	69.40	5.89	8.4%	2.04	2.9%	19%	False	False	12,553
10	76.70	69.40	7.30	10.4%	1.93	2.7%	15%	False	False	10,515
20	76.70	69.40	7.30	10.4%	1.89	2.7%	15%	False	False	11,095
40	80.55	69.40	11.15	15.8%	1.82	2.6%	10%	False	False	10,016
60	80.55	65.66	14.89	21.1%	1.80	2.6%	33%	False	False	9,070

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	0.26
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	77.56
2.618	75.08
1.618	73.56
1.000	72.62
0.618	72.04
HIGH	71.10
0.618	70.52
0.500	70.34
0.382	70.16
LOW	69.58
0.618	68.64
1.000	68.06
1.618	67.12
2.618	65.60
4.250	63.12

Fisher Pivots for day following 28-Sep-2009
Pivot	1 day	3 day
R1	70.47	71.09
PP	70.40	70.90
S1	70.34	70.72

Download as Excel Spreadsheet

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

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