NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 69.41 70.83 1.42 2.0% 64.50
High 70.93 72.81 1.88 2.7% 69.15
Low 68.94 70.54 1.60 2.3% 63.01
Close 70.72 72.48 1.76 2.5% 68.86
Range 1.99 2.27 0.28 14.1% 6.14
ATR 1.93 1.95 0.02 1.3% 0.00
Volume 7,564 10,446 2,882 38.1% 33,368
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 78.75 77.89 73.73
R3 76.48 75.62 73.10
R2 74.21 74.21 72.90
R1 73.35 73.35 72.69 73.78
PP 71.94 71.94 71.94 72.16
S1 71.08 71.08 72.27 71.51
S2 69.67 69.67 72.06
S3 67.40 68.81 71.86
S4 65.13 66.54 71.23
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 72.81 66.90 5.91 8.2% 1.87 2.6% 94% True False 7,276
10 72.81 63.01 9.80 13.5% 1.71 2.4% 97% True False 6,864
20 75.49 63.01 12.48 17.2% 1.78 2.5% 76% False False 6,460
40 76.74 63.01 13.73 18.9% 1.63 2.2% 69% False False 5,102
60 76.74 57.44 19.30 26.6% 1.55 2.1% 78% False False 4,049
80 76.74 56.18 20.56 28.4% 1.40 1.9% 79% False False 3,498
100 76.74 48.71 28.03 38.7% 1.41 1.9% 85% False False 3,226
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 0.30
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 82.46
2.618 78.75
1.618 76.48
1.000 75.08
0.618 74.21
HIGH 72.81
0.618 71.94
0.500 71.68
0.382 71.41
LOW 70.54
0.618 69.14
1.000 68.27
1.618 66.87
2.618 64.60
4.250 60.89
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 72.21 71.95
PP 71.94 71.41
S1 71.68 70.88

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

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