NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 75.75 75.86 0.11 0.1% 75.81
High 76.28 76.25 -0.03 0.0% 77.45
Low 75.16 74.16 -1.00 -1.3% 74.19
Close 75.89 74.58 -1.31 -1.7% 75.71
Range 1.12 2.09 0.97 86.6% 3.26
ATR 1.99 1.99 0.01 0.4% 0.00
Volume 8,188 6,455 -1,733 -21.2% 52,978
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.27 80.01 75.73
R3 79.18 77.92 75.15
R2 77.09 77.09 74.96
R1 75.83 75.83 74.77 75.42
PP 75.00 75.00 75.00 74.79
S1 73.74 73.74 74.39 73.33
S2 72.91 72.91 74.20
S3 70.82 71.65 74.01
S4 68.73 69.56 73.43
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 85.56 83.90 77.50
R3 82.30 80.64 76.61
R2 79.04 79.04 76.31
R1 77.38 77.38 76.01 76.58
PP 75.78 75.78 75.78 75.39
S1 74.12 74.12 75.41 73.32
S2 72.52 72.52 75.11
S3 69.26 70.86 74.81
S4 66.00 67.60 73.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.45 74.16 3.29 4.4% 1.64 2.2% 13% False True 7,997
10 77.45 68.55 8.90 11.9% 2.17 2.9% 68% False False 9,822
20 77.45 65.11 12.34 16.5% 1.92 2.6% 77% False False 9,114
40 77.45 63.01 14.44 19.4% 1.84 2.5% 80% False False 7,138
60 77.45 62.75 14.70 19.7% 1.64 2.2% 80% False False 5,826
80 77.45 56.18 21.27 28.5% 1.55 2.1% 87% False False 4,830
100 77.45 56.18 21.27 28.5% 1.46 2.0% 87% False False 4,222
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 0.42
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 85.13
2.618 81.72
1.618 79.63
1.000 78.34
0.618 77.54
HIGH 76.25
0.618 75.45
0.500 75.21
0.382 74.96
LOW 74.16
0.618 72.87
1.000 72.07
1.618 70.78
2.618 68.69
4.250 65.28
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 75.21 75.61
PP 75.00 75.26
S1 74.79 74.92

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

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