NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 24-Sep-2009

Day Change Summary
	Previous	Current
	23-Sep-2009	24-Sep-2009	Change	Change %	Previous Week
Open	74.66	72.95	-1.71	-2.3%	73.68
High	74.66	72.95	-1.71	-2.3%	76.87
Low	72.50	70.56	-1.94	-2.7%	72.94
Close	73.29	70.56	-2.73	-3.7%	76.47
Range	2.16	2.39	0.23	10.6%	3.93
ATR	1.80	1.87	0.07	3.7%	0.00
Volume	2,645	4,092	1,447	54.7%	10,439

Daily Pivots for day following 24-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.53	76.93	71.87
R3	76.14	74.54	71.22
R2	73.75	73.75	71.00
R1	72.15	72.15	70.78	71.76
PP	71.36	71.36	71.36	71.16
S1	69.76	69.76	70.34	69.37
S2	68.97	68.97	70.12
S3	66.58	67.37	69.90
S4	64.19	64.98	69.25

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	87.22	85.77	78.63
R3	83.29	81.84	77.55
R2	79.36	79.36	77.19
R1	77.91	77.91	76.83	78.64
PP	75.43	75.43	75.43	75.79
S1	73.98	73.98	76.11	74.71
S2	71.50	71.50	75.75
S3	67.57	70.05	75.39
S4	63.64	66.12	74.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.79	70.56	6.23	8.8%	1.41	2.0%	0%	False	True	2,350
10	76.87	70.56	6.31	8.9%	1.56	2.2%	0%	False	True	2,362
20	78.17	70.56	7.61	10.8%	1.47	2.1%	0%	False	True	3,056

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.09
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	83.11
2.618	79.21
1.618	76.82
1.000	75.34
0.618	74.43
HIGH	72.95
0.618	72.04
0.500	71.76
0.382	71.47
LOW	70.56
0.618	69.08
1.000	68.17
1.618	66.69
2.618	64.30
4.250	60.40

Fisher Pivots for day following 24-Sep-2009
Pivot	1 day	3 day
R1	71.76	73.06
PP	71.36	72.22
S1	70.96	71.39

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