NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 66.60 66.91 0.31 0.5% 64.50
High 67.36 69.15 1.79 2.7% 69.15
Low 65.94 66.90 0.96 1.5% 63.01
Close 67.36 68.86 1.50 2.2% 68.86
Range 1.42 2.25 0.83 58.5% 6.14
ATR 1.98 2.00 0.02 1.0% 0.00
Volume 7,654 5,963 -1,691 -22.1% 33,368
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 75.05 74.21 70.10
R3 72.80 71.96 69.48
R2 70.55 70.55 69.27
R1 69.71 69.71 69.07 70.13
PP 68.30 68.30 68.30 68.52
S1 67.46 67.46 68.65 67.88
S2 66.05 66.05 68.45
S3 63.80 65.21 68.24
S4 61.55 62.96 67.62
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 85.43 83.28 72.24
R3 79.29 77.14 70.55
R2 73.15 73.15 69.99
R1 71.00 71.00 69.42 72.08
PP 67.01 67.01 67.01 67.54
S1 64.86 64.86 68.30 65.94
S2 60.87 60.87 67.73
S3 54.73 58.72 67.17
S4 48.59 52.58 65.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.15 63.01 6.14 8.9% 1.85 2.7% 95% True False 6,673
10 69.15 63.01 6.14 8.9% 1.61 2.3% 95% True False 6,432
20 75.49 63.01 12.48 18.1% 1.77 2.6% 47% False False 5,535
40 76.74 63.01 13.73 19.9% 1.55 2.3% 43% False False 4,597
60 76.74 56.50 20.24 29.4% 1.46 2.1% 61% False False 3,689
80 76.74 56.18 20.56 29.9% 1.37 2.0% 62% False False 3,206
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 0.22
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 78.71
2.618 75.04
1.618 72.79
1.000 71.40
0.618 70.54
HIGH 69.15
0.618 68.29
0.500 68.03
0.382 67.76
LOW 66.90
0.618 65.51
1.000 64.65
1.618 63.26
2.618 61.01
4.250 57.34
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 68.58 68.28
PP 68.30 67.71
S1 68.03 67.13

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

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