NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 72.42 73.76 1.34 1.9% 70.55
High 73.50 74.47 0.97 1.3% 72.67
Low 72.42 73.45 1.03 1.4% 68.79
Close 73.21 74.24 1.03 1.4% 71.90
Range 1.08 1.02 -0.06 -5.6% 3.88
ATR 1.84 1.79 -0.04 -2.2% 0.00
Volume 11,688 7,680 -4,008 -34.3% 56,705
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 77.11 76.70 74.80
R3 76.09 75.68 74.52
R2 75.07 75.07 74.43
R1 74.66 74.66 74.33 74.87
PP 74.05 74.05 74.05 74.16
S1 73.64 73.64 74.15 73.85
S2 73.03 73.03 74.05
S3 72.01 72.62 73.96
S4 70.99 71.60 73.68
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 82.76 81.21 74.03
R3 78.88 77.33 72.97
R2 75.00 75.00 72.61
R1 73.45 73.45 72.26 74.23
PP 71.12 71.12 71.12 71.51
S1 69.57 69.57 71.54 70.35
S2 67.24 67.24 71.19
S3 63.36 65.69 70.83
S4 59.48 61.81 69.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.47 70.33 4.14 5.6% 1.47 2.0% 94% True False 12,101
10 74.47 65.32 9.15 12.3% 1.60 2.2% 97% True False 10,633
20 74.47 59.95 14.52 19.6% 1.64 2.2% 98% True False 8,219
40 74.47 54.20 20.27 27.3% 1.45 2.0% 99% True False 6,771
60 74.47 52.40 22.07 29.7% 1.50 2.0% 99% True False 6,240
80 74.47 45.87 28.60 38.5% 1.58 2.1% 99% True False 5,794
100 74.47 45.87 28.60 38.5% 1.51 2.0% 99% True False 5,256
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 78.81
2.618 77.14
1.618 76.12
1.000 75.49
0.618 75.10
HIGH 74.47
0.618 74.08
0.500 73.96
0.382 73.84
LOW 73.45
0.618 72.82
1.000 72.43
1.618 71.80
2.618 70.78
4.250 69.12
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 74.15 73.71
PP 74.05 73.17
S1 73.96 72.64

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

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