NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 70.06 66.77 -3.29 -4.7% 66.94
High 70.24 70.66 0.42 0.6% 71.45
Low 66.41 66.65 0.24 0.4% 66.71
Close 66.90 70.48 3.58 5.4% 71.36
Range 3.83 4.01 0.18 4.7% 4.74
ATR 2.29 2.41 0.12 5.4% 0.00
Volume 20,416 37,067 16,651 81.6% 141,683
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 81.29 79.90 72.69
R3 77.28 75.89 71.58
R2 73.27 73.27 71.22
R1 71.88 71.88 70.85 72.58
PP 69.26 69.26 69.26 69.61
S1 67.87 67.87 70.11 68.57
S2 65.25 65.25 69.74
S3 61.24 63.86 69.38
S4 57.23 59.85 68.27
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 84.06 82.45 73.97
R3 79.32 77.71 72.66
R2 74.58 74.58 72.23
R1 72.97 72.97 71.79 73.78
PP 69.84 69.84 69.84 70.24
S1 68.23 68.23 70.93 69.04
S2 65.10 65.10 70.49
S3 60.36 63.49 70.06
S4 55.62 58.75 68.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.02 66.41 5.61 8.0% 2.59 3.7% 73% False False 31,843
10 72.02 64.62 7.40 10.5% 2.41 3.4% 79% False False 28,732
20 72.10 61.38 10.72 15.2% 2.29 3.3% 85% False False 21,962
40 75.83 61.38 14.45 20.5% 2.19 3.1% 63% False False 15,340
60 75.83 59.95 15.88 22.5% 2.01 2.8% 66% False False 12,621
80 75.83 54.20 21.63 30.7% 1.82 2.6% 75% False False 10,611
100 75.83 49.00 26.83 38.1% 1.80 2.6% 80% False False 9,479
120 75.83 45.87 29.96 42.5% 1.78 2.5% 82% False False 8,603
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 145 trading days
Fibonacci Retracements and Extensions
4.250 87.70
2.618 81.16
1.618 77.15
1.000 74.67
0.618 73.14
HIGH 70.66
0.618 69.13
0.500 68.66
0.382 68.18
LOW 66.65
0.618 64.17
1.000 62.64
1.618 60.16
2.618 56.15
4.250 49.61
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 69.87 70.04
PP 69.26 69.60
S1 68.66 69.16

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

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