NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 72.25 72.08 -0.17 -0.2% 67.72
High 73.15 72.86 -0.29 -0.4% 72.63
Low 71.94 70.62 -1.32 -1.8% 67.72
Close 72.47 71.46 -1.01 -1.4% 72.52
Range 1.21 2.24 1.03 85.1% 4.91
ATR 2.22 2.22 0.00 0.1% 0.00
Volume 34,479 40,195 5,716 16.6% 249,072
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 78.37 77.15 72.69
R3 76.13 74.91 72.08
R2 73.89 73.89 71.87
R1 72.67 72.67 71.67 72.16
PP 71.65 71.65 71.65 71.39
S1 70.43 70.43 71.25 69.92
S2 69.41 69.41 71.05
S3 67.17 68.19 70.84
S4 64.93 65.95 70.23
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 85.69 84.01 75.22
R3 80.78 79.10 73.87
R2 75.87 75.87 73.42
R1 74.19 74.19 72.97 75.03
PP 70.96 70.96 70.96 71.38
S1 69.28 69.28 72.07 70.12
S2 66.05 66.05 71.62
S3 61.14 64.37 71.17
S4 56.23 59.46 69.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.15 67.88 5.27 7.4% 1.95 2.7% 68% False False 48,906
10 73.15 63.80 9.35 13.1% 2.03 2.8% 82% False False 47,091
20 75.85 62.21 13.64 19.1% 2.31 3.2% 68% False False 43,072
40 76.50 62.21 14.29 20.0% 2.29 3.2% 65% False False 39,654
60 76.50 59.30 17.20 24.1% 2.16 3.0% 71% False False 35,110
80 76.50 54.92 21.58 30.2% 2.16 3.0% 77% False False 30,796
100 76.50 49.46 27.04 37.8% 2.22 3.1% 81% False False 29,225
120 76.50 46.14 30.36 42.5% 2.26 3.2% 83% False False 27,937
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.38
2.618 78.72
1.618 76.48
1.000 75.10
0.618 74.24
HIGH 72.86
0.618 72.00
0.500 71.74
0.382 71.48
LOW 70.62
0.618 69.24
1.000 68.38
1.618 67.00
2.618 64.76
4.250 61.10
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 71.74 71.89
PP 71.65 71.74
S1 71.55 71.60

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

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