NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 28-Aug-2009

Day Change Summary
	Previous	Current
	27-Aug-2009	28-Aug-2009	Change	Change %	Previous Week
Open	72.17	73.50	1.33	1.8%	74.69
High	73.52	74.16	0.64	0.9%	75.55
Low	70.62	72.44	1.82	2.6%	70.62
Close	73.14	73.46	0.32	0.4%	73.46
Range	2.90	1.72	-1.18	-40.7%	4.93
ATR	2.52	2.46	-0.06	-2.3%	0.00
Volume	66,335	59,606	-6,729	-10.1%	349,873

Daily Pivots for day following 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.51	77.71	74.41
R3	76.79	75.99	73.93
R2	75.07	75.07	73.78
R1	74.27	74.27	73.62	73.81
PP	73.35	73.35	73.35	73.13
S1	72.55	72.55	73.30	72.09
S2	71.63	71.63	73.14
S3	69.91	70.83	72.99
S4	68.19	69.11	72.51

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.00	85.66	76.17
R3	83.07	80.73	74.82
R2	78.14	78.14	74.36
R1	75.80	75.80	73.91	74.51
PP	73.21	73.21	73.21	72.56
S1	70.87	70.87	73.01	69.58
S2	68.28	68.28	72.56
S3	63.35	65.94	72.10
S4	58.42	61.01	70.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.55	70.62	4.93	6.7%	2.26	3.1%	58%	False	False	69,974
10	75.55	68.90	6.65	9.1%	2.56	3.5%	69%	False	False	64,365
20	75.89	68.90	6.99	9.5%	2.40	3.3%	65%	False	False	57,599
40	75.89	61.38	14.51	19.8%	2.37	3.2%	83%	False	False	40,368
60	75.89	61.38	14.51	19.8%	2.29	3.1%	83%	False	False	29,781
80	75.89	59.95	15.94	21.7%	2.14	2.9%	85%	False	False	24,264
100	75.89	54.20	21.69	29.5%	1.97	2.7%	89%	False	False	20,362
120	75.89	49.00	26.89	36.6%	1.92	2.6%	91%	False	False	17,784

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	0.71
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	81.47
2.618	78.66
1.618	76.94
1.000	75.88
0.618	75.22
HIGH	74.16
0.618	73.50
0.500	73.30
0.382	73.10
LOW	72.44
0.618	71.38
1.000	70.72
1.618	69.66
2.618	67.94
4.250	65.13

Fisher Pivots for day following 28-Aug-2009
Pivot	1 day	3 day
R1	73.41	73.10
PP	73.35	72.75
S1	73.30	72.39

Download as Excel Spreadsheet

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

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