NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 67.12 65.00 -2.12 -3.2% 71.22
High 67.47 65.47 -2.00 -3.0% 74.99
Low 65.00 63.03 -1.97 -3.0% 69.01
Close 65.69 63.18 -2.51 -3.8% 69.47
Range 2.47 2.44 -0.03 -1.2% 5.98
ATR 2.41 2.43 0.02 0.7% 0.00
Volume 12,978 12,565 -413 -3.2% 37,222
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 71.21 69.64 64.52
R3 68.77 67.20 63.85
R2 66.33 66.33 63.63
R1 64.76 64.76 63.40 64.33
PP 63.89 63.89 63.89 63.68
S1 62.32 62.32 62.96 61.89
S2 61.45 61.45 62.73
S3 59.01 59.88 62.51
S4 56.57 57.44 61.84
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 89.10 85.26 72.76
R3 83.12 79.28 71.11
R2 77.14 77.14 70.57
R1 73.30 73.30 70.02 72.23
PP 71.16 71.16 71.16 70.62
S1 67.32 67.32 68.92 66.25
S2 65.18 65.18 68.37
S3 59.20 61.34 67.83
S4 53.22 55.36 66.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.91 63.03 10.88 17.2% 2.58 4.1% 1% False True 12,127
10 74.99 63.03 11.96 18.9% 2.55 4.0% 1% False True 9,520
20 75.83 63.03 12.80 20.3% 2.28 3.6% 1% False True 8,666
40 75.83 59.95 15.88 25.1% 1.97 3.1% 20% False False 8,381
60 75.83 54.20 21.63 34.2% 1.73 2.7% 42% False False 7,331
80 75.83 50.25 25.58 40.5% 1.71 2.7% 51% False False 6,780
100 75.83 45.87 29.96 47.4% 1.72 2.7% 58% False False 6,334
120 75.83 45.87 29.96 47.4% 1.65 2.6% 58% False False 5,784
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.84
2.618 71.86
1.618 69.42
1.000 67.91
0.618 66.98
HIGH 65.47
0.618 64.54
0.500 64.25
0.382 63.96
LOW 63.03
0.618 61.52
1.000 60.59
1.618 59.08
2.618 56.64
4.250 52.66
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 64.25 65.57
PP 63.89 64.77
S1 63.54 63.98

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

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