NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 71.82 71.83 0.01 0.0% 68.05
High 72.10 72.42 0.32 0.4% 69.74
Low 69.71 70.18 0.47 0.7% 62.70
Close 71.97 71.94 -0.03 0.0% 69.45
Range 2.39 2.24 -0.15 -6.3% 7.04
ATR 2.70 2.67 -0.03 -1.2% 0.00
Volume 285,877 307,551 21,674 7.6% 1,402,635
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 78.23 77.33 73.17
R3 75.99 75.09 72.56
R2 73.75 73.75 72.35
R1 72.85 72.85 72.15 73.30
PP 71.51 71.51 71.51 71.74
S1 70.61 70.61 71.73 71.06
S2 69.27 69.27 71.53
S3 67.03 68.37 71.32
S4 64.79 66.13 70.71
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 88.42 85.97 73.32
R3 81.38 78.93 71.39
R2 74.34 74.34 70.74
R1 71.89 71.89 70.10 73.12
PP 67.30 67.30 67.30 67.91
S1 64.85 64.85 68.80 66.08
S2 60.26 60.26 68.16
S3 53.22 57.81 67.51
S4 46.18 50.77 65.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.42 64.96 7.46 10.4% 2.81 3.9% 94% True False 332,387
10 72.42 62.70 9.72 13.5% 2.84 3.9% 95% True False 304,198
20 72.42 59.30 13.12 18.2% 2.55 3.5% 96% True False 247,707
40 74.25 59.30 14.95 20.8% 2.63 3.7% 85% False False 155,655
60 74.66 58.36 16.30 22.7% 2.49 3.5% 83% False False 114,900
80 74.66 51.96 22.70 31.6% 2.35 3.3% 88% False False 90,011
100 74.66 51.96 22.70 31.6% 2.26 3.1% 88% False False 74,105
120 74.66 44.19 30.47 42.4% 2.31 3.2% 91% False False 63,182
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.94
2.618 78.28
1.618 76.04
1.000 74.66
0.618 73.80
HIGH 72.42
0.618 71.56
0.500 71.30
0.382 71.04
LOW 70.18
0.618 68.80
1.000 67.94
1.618 66.56
2.618 64.32
4.250 60.66
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 71.73 71.65
PP 71.51 71.36
S1 71.30 71.07

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

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