NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 60.45 59.86 -0.59 -1.0% 65.54
High 60.89 60.67 -0.22 -0.4% 65.65
Low 58.72 58.32 -0.40 -0.7% 58.72
Close 59.89 59.69 -0.20 -0.3% 59.89
Range 2.17 2.35 0.18 8.3% 6.93
ATR 2.75 2.72 -0.03 -1.0% 0.00
Volume 314,800 264,745 -50,055 -15.9% 1,412,352
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 66.61 65.50 60.98
R3 64.26 63.15 60.34
R2 61.91 61.91 60.12
R1 60.80 60.80 59.91 60.18
PP 59.56 59.56 59.56 59.25
S1 58.45 58.45 59.47 57.83
S2 57.21 57.21 59.26
S3 54.86 56.10 59.04
S4 52.51 53.75 58.40
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 64.91 58.32 6.59 11.0% 2.45 4.1% 21% False True 286,769
10 73.38 58.32 15.06 25.2% 2.94 4.9% 9% False True 275,119
20 73.42 58.32 15.10 25.3% 2.81 4.7% 9% False True 233,267
40 73.90 57.52 16.38 27.4% 2.53 4.2% 13% False False 158,747
60 73.90 50.76 23.14 38.8% 2.39 4.0% 39% False False 116,499
80 73.90 50.76 23.14 38.8% 2.35 3.9% 39% False False 90,518
100 73.90 43.34 30.56 51.2% 2.37 4.0% 54% False False 74,381
120 73.90 43.34 30.56 51.2% 2.30 3.9% 54% False False 63,095
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.82
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.66
2.618 66.82
1.618 64.47
1.000 63.02
0.618 62.12
HIGH 60.67
0.618 59.77
0.500 59.50
0.382 59.22
LOW 58.32
0.618 56.87
1.000 55.97
1.618 54.52
2.618 52.17
4.250 48.33
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 59.63 59.97
PP 59.56 59.88
S1 59.50 59.78

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

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