NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 60.38 60.45 0.07 0.1% 65.54
High 61.62 60.89 -0.73 -1.2% 65.65
Low 59.25 58.72 -0.53 -0.9% 58.72
Close 60.41 59.89 -0.52 -0.9% 59.89
Range 2.37 2.17 -0.20 -8.4% 6.93
ATR 2.79 2.75 -0.04 -1.6% 0.00
Volume 334,958 314,800 -20,158 -6.0% 1,412,352
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 66.34 65.29 61.08
R3 64.17 63.12 60.49
R2 62.00 62.00 60.29
R1 60.95 60.95 60.09 60.39
PP 59.83 59.83 59.83 59.56
S1 58.78 58.78 59.69 58.22
S2 57.66 57.66 59.49
S3 55.49 56.61 59.29
S4 53.32 54.44 58.70
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 82.21 77.98 63.70
R3 75.28 71.05 61.80
R2 68.35 68.35 61.16
R1 64.12 64.12 60.53 62.77
PP 61.42 61.42 61.42 60.75
S1 57.19 57.19 59.25 55.84
S2 54.49 54.49 58.62
S3 47.56 50.26 57.98
S4 40.63 43.33 56.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.65 58.72 6.93 11.6% 2.43 4.1% 17% False True 282,470
10 73.38 58.72 14.66 24.5% 2.95 4.9% 8% False True 274,138
20 73.42 58.72 14.70 24.5% 2.78 4.6% 8% False True 227,578
40 73.90 57.52 16.38 27.4% 2.53 4.2% 14% False False 153,437
60 73.90 50.76 23.14 38.6% 2.37 4.0% 39% False False 112,376
80 73.90 50.34 23.56 39.3% 2.36 3.9% 41% False False 87,303
100 73.90 43.34 30.56 51.0% 2.38 4.0% 54% False False 71,822
120 73.90 43.34 30.56 51.0% 2.30 3.8% 54% False False 60,934
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 0.83
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 70.11
2.618 66.57
1.618 64.40
1.000 63.06
0.618 62.23
HIGH 60.89
0.618 60.06
0.500 59.81
0.382 59.55
LOW 58.72
0.618 57.38
1.000 56.55
1.618 55.21
2.618 53.04
4.250 49.50
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 59.86 60.70
PP 59.83 60.43
S1 59.81 60.16

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

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