NYMEX Light Sweet Crude Oil Future October 2009

Trading Metrics calculated at close of trading on 10-Aug-2009

Day Change Summary
	Previous	Current
	07-Aug-2009	10-Aug-2009	Change	Change %	Previous Week
Open	73.60	72.54	-1.06	-1.4%	71.15
High	74.51	73.41	-1.10	-1.5%	74.51
Low	72.28	72.00	-0.28	-0.4%	70.78
Close	72.78	72.61	-0.17	-0.2%	72.78
Range	2.23	1.41	-0.82	-36.8%	3.73
ATR	2.53	2.45	-0.08	-3.2%	0.00
Volume	121,815	165,310	43,495	35.7%	550,279

Daily Pivots for day following 10-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	76.90	76.17	73.39
R3	75.49	74.76	73.00
R2	74.08	74.08	72.87
R1	73.35	73.35	72.74	73.72
PP	72.67	72.67	72.67	72.86
S1	71.94	71.94	72.48	72.31
S2	71.26	71.26	72.35
S3	69.85	70.53	72.22
S4	68.44	69.12	71.83

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.88	82.06	74.83
R3	80.15	78.33	73.81
R2	76.42	76.42	73.46
R1	74.60	74.60	73.12	75.51
PP	72.69	72.69	72.69	73.15
S1	70.87	70.87	72.44	71.78
S2	68.96	68.96	72.10
S3	65.23	67.14	71.75
S4	61.50	63.41	70.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.51	71.72	2.79	3.8%	2.00	2.7%	32%	False	False	121,589
10	74.51	64.69	9.82	13.5%	2.80	3.9%	81%	False	False	103,994
20	74.51	61.15	13.36	18.4%	2.42	3.3%	86%	False	False	79,909
40	74.85	60.43	14.42	19.9%	2.48	3.4%	84%	False	False	50,534
60	75.27	59.26	16.01	22.0%	2.30	3.2%	83%	False	False	37,955
80	75.27	53.00	22.27	30.7%	2.13	2.9%	88%	False	False	30,708
100	75.27	53.00	22.27	30.7%	2.01	2.8%	88%	False	False	25,918
120	75.27	45.81	29.46	40.6%	1.99	2.7%	91%	False	False	22,538

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.65
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	79.40
2.618	77.10
1.618	75.69
1.000	74.82
0.618	74.28
HIGH	73.41
0.618	72.87
0.500	72.71
0.382	72.54
LOW	72.00
0.618	71.13
1.000	70.59
1.618	69.72
2.618	68.31
4.250	66.01

Fisher Pivots for day following 10-Aug-2009
Pivot	1 day	3 day
R1	72.71	73.26
PP	72.67	73.04
S1	72.64	72.83

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