NYMEX Light Sweet Crude Oil Future October 2009

Trading Metrics calculated at close of trading on 14-Jul-2009

Day Change Summary
	Previous	Current
	13-Jul-2009	14-Jul-2009	Change	Change %	Previous Week
Open	62.08	62.07	-0.01	0.0%	67.28
High	62.61	63.22	0.61	1.0%	67.30
Low	60.43	61.15	0.72	1.2%	60.96
Close	61.62	61.50	-0.12	-0.2%	61.94
Range	2.18	2.07	-0.11	-5.0%	6.34
ATR	2.42	2.39	-0.02	-1.0%	0.00
Volume	28,402	30,949	2,547	9.0%	159,758

Daily Pivots for day following 14-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	68.17	66.90	62.64
R3	66.10	64.83	62.07
R2	64.03	64.03	61.88
R1	62.76	62.76	61.69	62.36
PP	61.96	61.96	61.96	61.76
S1	60.69	60.69	61.31	60.29
S2	59.89	59.89	61.12
S3	57.82	58.62	60.93
S4	55.75	56.55	60.36

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	64.59	60.43	4.16	6.8%	2.19	3.6%	26%	False	False	32,443
10	73.42	60.43	12.99	21.1%	2.33	3.8%	8%	False	False	29,516
20	74.85	60.43	14.42	23.4%	2.51	4.1%	7%	False	False	22,323
40	75.27	60.43	14.84	24.1%	2.23	3.6%	7%	False	False	17,538
60	75.27	53.00	22.27	36.2%	2.02	3.3%	38%	False	False	14,768
80	75.27	53.00	22.27	36.2%	1.92	3.1%	38%	False	False	12,719
100	75.27	46.31	28.96	47.1%	1.91	3.1%	52%	False	False	11,338
120	75.27	45.06	30.21	49.1%	1.83	3.0%	54%	False	False	10,111

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.58
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	72.02
2.618	68.64
1.618	66.57
1.000	65.29
0.618	64.50
HIGH	63.22
0.618	62.43
0.500	62.19
0.382	61.94
LOW	61.15
0.618	59.87
1.000	59.08
1.618	57.80
2.618	55.73
4.250	52.35

Fisher Pivots for day following 14-Jul-2009
Pivot	1 day	3 day
R1	62.19	61.83
PP	61.96	61.72
S1	61.73	61.61

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols