NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 68.69 70.51 1.82 2.6% 66.48
High 70.69 71.79 1.10 1.6% 70.32
Low 68.43 70.43 2.00 2.9% 64.95
Close 70.01 71.33 1.32 1.9% 68.44
Range 2.26 1.36 -0.90 -39.8% 5.37
ATR 2.46 2.41 -0.05 -2.0% 0.00
Volume 289,278 316,884 27,606 9.5% 1,389,350
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 75.26 74.66 72.08
R3 73.90 73.30 71.70
R2 72.54 72.54 71.58
R1 71.94 71.94 71.45 72.24
PP 71.18 71.18 71.18 71.34
S1 70.58 70.58 71.21 70.88
S2 69.82 69.82 71.08
S3 68.46 69.22 70.96
S4 67.10 67.86 70.58
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.01 81.60 71.39
R3 78.64 76.23 69.92
R2 73.27 73.27 69.42
R1 70.86 70.86 68.93 72.07
PP 67.90 67.90 67.90 68.51
S1 65.49 65.49 67.95 66.70
S2 62.53 62.53 67.46
S3 57.16 60.12 66.96
S4 51.79 54.75 65.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.79 65.92 5.87 8.2% 2.34 3.3% 92% True False 305,153
10 71.79 62.75 9.04 12.7% 2.44 3.4% 95% True False 283,140
20 71.79 56.74 15.05 21.1% 2.38 3.3% 97% True False 245,579
40 71.79 49.07 22.72 31.9% 2.28 3.2% 98% True False 170,459
60 71.79 49.07 22.72 31.9% 2.39 3.4% 98% True False 125,325
80 71.79 42.19 29.60 41.5% 2.50 3.5% 98% True False 98,697
100 71.79 42.19 29.60 41.5% 2.45 3.4% 98% True False 81,577
120 71.79 42.19 29.60 41.5% 2.56 3.6% 98% True False 69,539
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.38
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 77.57
2.618 75.35
1.618 73.99
1.000 73.15
0.618 72.63
HIGH 71.79
0.618 71.27
0.500 71.11
0.382 70.95
LOW 70.43
0.618 69.59
1.000 69.07
1.618 68.23
2.618 66.87
4.250 64.65
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 71.26 70.74
PP 71.18 70.14
S1 71.11 69.55

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

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