NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 72.00 69.55 -2.45 -3.4% 73.89
High 72.00 71.55 -0.45 -0.6% 75.49
Low 69.10 68.78 -0.32 -0.5% 71.86
Close 69.77 71.33 1.56 2.2% 72.33
Range 2.90 2.77 -0.13 -4.5% 3.63
ATR 1.99 2.05 0.06 2.8% 0.00
Volume 9,111 7,567 -1,544 -16.9% 34,919
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.86 77.87 72.85
R3 76.09 75.10 72.09
R2 73.32 73.32 71.84
R1 72.33 72.33 71.58 72.83
PP 70.55 70.55 70.55 70.80
S1 69.56 69.56 71.08 70.06
S2 67.78 67.78 70.82
S3 65.01 66.79 70.57
S4 62.24 64.02 69.81
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.12 81.85 74.33
R3 80.49 78.22 73.33
R2 76.86 76.86 73.00
R1 74.59 74.59 72.66 73.91
PP 73.23 73.23 73.23 72.89
S1 70.96 70.96 72.00 70.28
S2 69.60 69.60 71.66
S3 65.97 67.33 71.33
S4 62.34 63.70 70.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.55 68.78 5.77 8.1% 2.32 3.2% 44% False True 8,019
10 75.83 68.78 7.05 9.9% 2.00 2.8% 36% False True 7,813
20 75.83 64.70 11.13 15.6% 1.81 2.5% 60% False False 9,243
40 75.83 54.71 21.12 29.6% 1.65 2.3% 79% False False 7,676
60 75.83 54.20 21.63 30.3% 1.56 2.2% 79% False False 6,639
80 75.83 47.48 28.35 39.7% 1.60 2.2% 84% False False 6,137
100 75.83 45.87 29.96 42.0% 1.58 2.2% 85% False False 5,647
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.32
2.618 78.80
1.618 76.03
1.000 74.32
0.618 73.26
HIGH 71.55
0.618 70.49
0.500 70.17
0.382 69.84
LOW 68.78
0.618 67.07
1.000 66.01
1.618 64.30
2.618 61.53
4.250 57.01
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 70.94 71.67
PP 70.55 71.55
S1 70.17 71.44

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

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