NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 67.94 67.80 -0.14 -0.2% 62.89
High 69.33 68.75 -0.58 -0.8% 67.40
Low 67.27 66.75 -0.52 -0.8% 61.38
Close 68.24 68.53 0.29 0.4% 67.05
Range 2.06 2.00 -0.06 -2.9% 6.02
ATR 2.26 2.24 -0.02 -0.8% 0.00
Volume 25,179 23,877 -1,302 -5.2% 95,844
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 74.01 73.27 69.63
R3 72.01 71.27 69.08
R2 70.01 70.01 68.90
R1 69.27 69.27 68.71 69.64
PP 68.01 68.01 68.01 68.20
S1 67.27 67.27 68.35 67.64
S2 66.01 66.01 68.16
S3 64.01 65.27 67.98
S4 62.01 63.27 67.43
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 83.34 81.21 70.36
R3 77.32 75.19 68.71
R2 71.30 71.30 68.15
R1 69.17 69.17 67.60 70.24
PP 65.28 65.28 65.28 65.81
S1 63.15 63.15 66.50 64.22
S2 59.26 59.26 65.95
S3 53.24 57.13 65.39
S4 47.22 51.11 63.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.33 64.02 5.31 7.7% 2.02 2.9% 85% False False 23,515
10 69.33 61.38 7.95 11.6% 2.03 3.0% 90% False False 18,995
20 74.99 61.38 13.61 19.9% 2.29 3.3% 53% False False 14,257
40 75.83 61.38 14.45 21.1% 2.05 3.0% 49% False False 11,750
60 75.83 54.71 21.12 30.8% 1.86 2.7% 65% False False 9,869
80 75.83 54.20 21.63 31.6% 1.74 2.5% 66% False False 8,544
100 75.83 47.48 28.35 41.4% 1.74 2.5% 74% False False 7,761
120 75.83 45.87 29.96 43.7% 1.70 2.5% 76% False False 7,082
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 0.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.25
2.618 73.99
1.618 71.99
1.000 70.75
0.618 69.99
HIGH 68.75
0.618 67.99
0.500 67.75
0.382 67.51
LOW 66.75
0.618 65.51
1.000 64.75
1.618 63.51
2.618 61.51
4.250 58.25
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 68.27 68.36
PP 68.01 68.19
S1 67.75 68.02

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

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