NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 73.15 72.45 -0.70 -1.0% 70.64
High 73.80 74.84 1.04 1.4% 75.27
Low 71.88 72.00 0.12 0.2% 69.75
Close 72.86 72.64 -0.22 -0.3% 74.24
Range 1.92 2.84 0.92 47.9% 5.52
ATR 2.01 2.07 0.06 2.9% 0.00
Volume 11,416 7,675 -3,741 -32.8% 81,490
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 81.68 80.00 74.20
R3 78.84 77.16 73.42
R2 76.00 76.00 73.16
R1 74.32 74.32 72.90 75.16
PP 73.16 73.16 73.16 73.58
S1 71.48 71.48 72.38 72.32
S2 70.32 70.32 72.12
S3 67.48 68.64 71.86
S4 64.64 65.80 71.08
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 89.65 87.46 77.28
R3 84.13 81.94 75.76
R2 78.61 78.61 75.25
R1 76.42 76.42 74.75 77.52
PP 73.09 73.09 73.09 73.63
S1 70.90 70.90 73.73 72.00
S2 67.57 67.57 73.23
S3 62.05 65.38 72.72
S4 56.53 59.86 71.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.27 71.88 3.39 4.7% 1.81 2.5% 22% False False 13,136
10 75.27 67.85 7.42 10.2% 2.14 2.9% 65% False False 15,353
20 75.27 61.12 14.15 19.5% 1.94 2.7% 81% False False 12,754
40 75.27 53.00 22.27 30.7% 1.77 2.4% 88% False False 10,991
60 75.27 53.00 22.27 30.7% 1.72 2.4% 88% False False 9,517
80 75.27 46.31 28.96 39.9% 1.76 2.4% 91% False False 8,591
100 75.27 45.06 30.21 41.6% 1.70 2.3% 91% False False 7,669
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 86.91
2.618 82.28
1.618 79.44
1.000 77.68
0.618 76.60
HIGH 74.84
0.618 73.76
0.500 73.42
0.382 73.08
LOW 72.00
0.618 70.24
1.000 69.16
1.618 67.40
2.618 64.56
4.250 59.93
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 73.42 73.36
PP 73.16 73.12
S1 72.90 72.88

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

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