NYMEX Light Sweet Crude Oil Future October 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 62.47 62.85 0.38 0.6% 67.28
High 63.69 62.90 -0.79 -1.2% 67.30
Low 61.44 60.96 -0.48 -0.8% 60.96
Close 62.59 61.94 -0.65 -1.0% 61.94
Range 2.25 1.94 -0.31 -13.8% 6.34
ATR 2.47 2.44 -0.04 -1.5% 0.00
Volume 38,660 32,435 -6,225 -16.1% 159,758
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 67.75 66.79 63.01
R3 65.81 64.85 62.47
R2 63.87 63.87 62.30
R1 62.91 62.91 62.12 62.42
PP 61.93 61.93 61.93 61.69
S1 60.97 60.97 61.76 60.48
S2 59.99 59.99 61.58
S3 58.05 59.03 61.41
S4 56.11 57.09 60.87
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 82.42 78.52 65.43
R3 76.08 72.18 63.68
R2 69.74 69.74 63.10
R1 65.84 65.84 62.52 64.62
PP 63.40 63.40 63.40 62.79
S1 59.50 59.50 61.36 58.28
S2 57.06 57.06 60.78
S3 50.72 53.16 60.20
S4 44.38 46.82 58.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.30 60.96 6.34 10.2% 2.27 3.7% 15% False True 31,951
10 74.85 60.96 13.89 22.4% 2.67 4.3% 7% False True 26,364
20 74.85 60.96 13.89 22.4% 2.54 4.1% 7% False True 20,310
40 75.27 59.20 16.07 25.9% 2.26 3.6% 17% False False 16,494
60 75.27 53.00 22.27 36.0% 2.02 3.3% 40% False False 13,910
80 75.27 53.00 22.27 36.0% 1.91 3.1% 40% False False 12,138
100 75.27 45.81 29.46 47.6% 1.90 3.1% 55% False False 10,839
120 75.27 45.06 30.21 48.8% 1.82 2.9% 56% False False 9,679
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.67
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 71.15
2.618 67.98
1.618 66.04
1.000 64.84
0.618 64.10
HIGH 62.90
0.618 62.16
0.500 61.93
0.382 61.70
LOW 60.96
0.618 59.76
1.000 59.02
1.618 57.82
2.618 55.88
4.250 52.72
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 61.94 62.78
PP 61.93 62.50
S1 61.93 62.22

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

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