NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 70.35 69.81 -0.54 -0.8% 66.15
High 70.69 71.00 0.31 0.4% 71.39
Low 68.32 68.05 -0.27 -0.4% 65.41
Close 69.95 70.41 0.46 0.7% 69.95
Range 2.37 2.95 0.58 24.5% 5.98
ATR 2.56 2.58 0.03 1.1% 0.00
Volume 334,690 312,014 -22,676 -6.8% 1,515,454
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.67 77.49 72.03
R3 75.72 74.54 71.22
R2 72.77 72.77 70.95
R1 71.59 71.59 70.68 72.18
PP 69.82 69.82 69.82 70.12
S1 68.64 68.64 70.14 69.23
S2 66.87 66.87 69.87
S3 63.92 65.69 69.60
S4 60.97 62.74 68.79
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.86 84.38 73.24
R3 80.88 78.40 71.59
R2 74.90 74.90 71.05
R1 72.42 72.42 70.50 73.66
PP 68.92 68.92 68.92 69.54
S1 66.44 66.44 69.40 67.68
S2 62.94 62.94 68.85
S3 56.96 60.46 68.31
S4 50.98 54.48 66.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.39 65.82 5.57 7.9% 2.72 3.9% 82% False False 302,429
10 72.03 65.05 6.98 9.9% 2.70 3.8% 77% False False 299,957
20 73.58 65.05 8.53 12.1% 2.57 3.7% 63% False False 221,032
40 75.55 65.05 10.50 14.9% 2.54 3.6% 51% False False 141,623
60 75.89 61.38 14.51 20.6% 2.47 3.5% 62% False False 104,891
80 75.89 61.38 14.51 20.6% 2.44 3.5% 62% False False 80,982
100 75.89 59.95 15.94 22.6% 2.28 3.2% 66% False False 66,462
120 75.89 54.20 21.69 30.8% 2.12 3.0% 75% False False 56,304
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.54
2.618 78.72
1.618 75.77
1.000 73.95
0.618 72.82
HIGH 71.00
0.618 69.87
0.500 69.53
0.382 69.18
LOW 68.05
0.618 66.23
1.000 65.10
1.618 63.28
2.618 60.33
4.250 55.51
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 70.12 70.18
PP 69.82 69.95
S1 69.53 69.72

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

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