NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 63.76 62.90 -0.86 -1.3% 69.61
High 64.31 64.90 0.59 0.9% 69.61
Low 62.21 62.90 0.69 1.1% 62.76
Close 63.41 63.37 -0.04 -0.1% 63.73
Range 2.10 2.00 -0.10 -4.8% 6.85
ATR 2.46 2.42 -0.03 -1.3% 0.00
Volume 34,460 31,256 -3,204 -9.3% 213,039
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 69.72 68.55 64.47
R3 67.72 66.55 63.92
R2 65.72 65.72 63.74
R1 64.55 64.55 63.55 65.14
PP 63.72 63.72 63.72 64.02
S1 62.55 62.55 63.19 63.14
S2 61.72 61.72 63.00
S3 59.72 60.55 62.82
S4 57.72 58.55 62.27
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 85.92 81.67 67.50
R3 79.07 74.82 65.61
R2 72.22 72.22 64.99
R1 67.97 67.97 64.36 66.67
PP 65.37 65.37 65.37 64.72
S1 61.12 61.12 63.10 59.82
S2 58.52 58.52 62.47
S3 51.67 54.27 61.85
S4 44.82 47.42 59.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.25 62.21 4.04 6.4% 2.13 3.4% 29% False False 36,749
10 75.85 62.21 13.64 21.5% 2.58 4.1% 9% False False 39,053
20 76.02 62.21 13.81 21.8% 2.54 4.0% 8% False False 35,275
40 76.50 60.77 15.73 24.8% 2.27 3.6% 17% False False 34,603
60 76.50 54.92 21.58 34.1% 2.17 3.4% 39% False False 30,351
80 76.50 54.92 21.58 34.1% 2.18 3.4% 39% False False 27,839
100 76.50 47.19 29.31 46.3% 2.26 3.6% 55% False False 26,832
120 76.50 46.14 30.36 47.9% 2.28 3.6% 57% False False 25,707
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.40
2.618 70.14
1.618 68.14
1.000 66.90
0.618 66.14
HIGH 64.90
0.618 64.14
0.500 63.90
0.382 63.66
LOW 62.90
0.618 61.66
1.000 60.90
1.618 59.66
2.618 57.66
4.250 54.40
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 63.90 63.56
PP 63.72 63.49
S1 63.55 63.43

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

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