NYMEX Light Sweet Crude Oil Future August 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 69.58 71.27 1.69 2.4% 67.23
High 71.34 72.43 1.09 1.5% 71.12
Low 69.33 71.14 1.81 2.6% 65.92
Close 70.74 72.03 1.29 1.8% 69.35
Range 2.01 1.29 -0.72 -35.8% 5.20
ATR 2.35 2.31 -0.05 -2.0% 0.00
Volume 127,876 160,956 33,080 25.9% 413,068
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 75.74 75.17 72.74
R3 74.45 73.88 72.38
R2 73.16 73.16 72.27
R1 72.59 72.59 72.15 72.88
PP 71.87 71.87 71.87 72.01
S1 71.30 71.30 71.91 71.59
S2 70.58 70.58 71.79
S3 69.29 70.01 71.68
S4 68.00 68.72 71.32
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.40 82.07 72.21
R3 79.20 76.87 70.78
R2 74.00 74.00 70.30
R1 71.67 71.67 69.83 72.84
PP 68.80 68.80 68.80 69.38
S1 66.47 66.47 68.87 67.64
S2 63.60 63.60 68.40
S3 58.40 61.27 67.92
S4 53.20 56.07 66.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.43 66.89 5.54 7.7% 2.23 3.1% 93% True False 121,285
10 72.43 63.49 8.94 12.4% 2.36 3.3% 96% True False 95,508
20 72.43 57.52 14.91 20.7% 2.29 3.2% 97% True False 73,474
40 72.43 50.76 21.67 30.1% 2.16 3.0% 98% True False 51,085
60 72.43 48.06 24.37 33.8% 2.24 3.1% 98% True False 37,890
80 72.43 43.34 29.09 40.4% 2.27 3.2% 99% True False 30,931
100 72.43 43.34 29.09 40.4% 2.22 3.1% 99% True False 26,003
120 72.43 43.34 29.09 40.4% 2.10 2.9% 99% True False 22,237
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 0.37
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 77.91
2.618 75.81
1.618 74.52
1.000 73.72
0.618 73.23
HIGH 72.43
0.618 71.94
0.500 71.79
0.382 71.63
LOW 71.14
0.618 70.34
1.000 69.85
1.618 69.05
2.618 67.76
4.250 65.66
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 71.95 71.47
PP 71.87 70.90
S1 71.79 70.34

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

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