NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 69.55 70.45 0.90 1.3% 73.89
High 71.55 71.92 0.37 0.5% 75.49
Low 68.78 70.44 1.66 2.4% 71.86
Close 71.33 70.86 -0.47 -0.7% 72.33
Range 2.77 1.48 -1.29 -46.6% 3.63
ATR 2.05 2.01 -0.04 -2.0% 0.00
Volume 7,567 5,560 -2,007 -26.5% 34,919
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 75.51 74.67 71.67
R3 74.03 73.19 71.27
R2 72.55 72.55 71.13
R1 71.71 71.71 71.00 72.13
PP 71.07 71.07 71.07 71.29
S1 70.23 70.23 70.72 70.65
S2 69.59 69.59 70.59
S3 68.11 68.75 70.45
S4 66.63 67.27 70.05
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% 2.24 3.2% 36% False False 7,526
10 75.83 68.78 7.05 9.9% 2.04 2.9% 30% False False 7,601
20 75.83 65.32 10.51 14.8% 1.82 2.6% 53% False False 9,117
40 75.83 55.68 20.15 28.4% 1.67 2.4% 75% False False 7,679
60 75.83 54.20 21.63 30.5% 1.54 2.2% 77% False False 6,652
80 75.83 47.48 28.35 40.0% 1.60 2.3% 82% False False 6,147
100 75.83 45.87 29.96 42.3% 1.58 2.2% 83% False False 5,682
Crabel Price Patterns
NR True
NR4 True
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 0.34
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.21
2.618 75.79
1.618 74.31
1.000 73.40
0.618 72.83
HIGH 71.92
0.618 71.35
0.500 71.18
0.382 71.01
LOW 70.44
0.618 69.53
1.000 68.96
1.618 68.05
2.618 66.57
4.250 64.15
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 71.18 70.70
PP 71.07 70.55
S1 70.97 70.39

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

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