NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 71.60 70.45 -1.15 -1.6% 70.20
High 73.38 71.85 -1.53 -2.1% 71.29
Low 68.90 68.52 -0.38 -0.6% 66.37
Close 69.89 69.31 -0.58 -0.8% 69.16
Range 4.48 3.33 -1.15 -25.7% 4.92
ATR 2.69 2.74 0.05 1.7% 0.00
Volume 229,882 331,550 101,668 44.2% 1,327,226
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 79.88 77.93 71.14
R3 76.55 74.60 70.23
R2 73.22 73.22 69.92
R1 71.27 71.27 69.62 70.58
PP 69.89 69.89 69.89 69.55
S1 67.94 67.94 69.00 67.25
S2 66.56 66.56 68.70
S3 63.23 64.61 68.39
S4 59.90 61.28 67.48
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 83.70 81.35 71.87
R3 78.78 76.43 70.51
R2 73.86 73.86 70.06
R1 71.51 71.51 69.61 70.23
PP 68.94 68.94 68.94 68.30
S1 66.59 66.59 68.71 65.31
S2 64.02 64.02 68.26
S3 59.10 61.67 67.81
S4 54.18 56.75 66.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.38 68.11 5.27 7.6% 3.33 4.8% 23% False False 253,450
10 73.38 66.37 7.01 10.1% 3.04 4.4% 42% False False 239,524
20 73.90 66.37 7.53 10.9% 2.65 3.8% 39% False False 180,310
40 73.90 56.48 17.42 25.1% 2.45 3.5% 74% False False 117,269
60 73.90 50.76 23.14 33.4% 2.37 3.4% 80% False False 85,479
80 73.90 47.14 26.76 38.6% 2.36 3.4% 83% False False 66,623
100 73.90 43.34 30.56 44.1% 2.34 3.4% 85% False False 55,084
120 73.90 43.34 30.56 44.1% 2.23 3.2% 85% False False 46,870
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.81
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.00
2.618 80.57
1.618 77.24
1.000 75.18
0.618 73.91
HIGH 71.85
0.618 70.58
0.500 70.19
0.382 69.79
LOW 68.52
0.618 66.46
1.000 65.19
1.618 63.13
2.618 59.80
4.250 54.37
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 70.19 70.87
PP 69.89 70.35
S1 69.60 69.83

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

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