NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 74.50 71.66 -2.84 -3.8% 76.49
High 75.15 73.15 -2.00 -2.7% 76.69
Low 71.17 70.07 -1.10 -1.5% 72.25
Close 72.00 70.13 -1.87 -2.6% 74.78
Range 3.98 3.08 -0.90 -22.6% 4.44
ATR 2.22 2.28 0.06 2.8% 0.00
Volume 12,159 5,799 -6,360 -52.3% 54,562
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 80.36 78.32 71.82
R3 77.28 75.24 70.98
R2 74.20 74.20 70.69
R1 72.16 72.16 70.41 71.64
PP 71.12 71.12 71.12 70.86
S1 69.08 69.08 69.85 68.56
S2 68.04 68.04 69.57
S3 64.96 66.00 69.28
S4 61.88 62.92 68.44
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 87.89 85.78 77.22
R3 83.45 81.34 76.00
R2 79.01 79.01 75.59
R1 76.90 76.90 75.19 75.74
PP 74.57 74.57 74.57 73.99
S1 72.46 72.46 74.37 71.30
S2 70.13 70.13 73.97
S3 65.69 68.02 73.56
S4 61.25 63.58 72.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.29 70.07 5.22 7.4% 2.59 3.7% 1% False True 10,230
10 76.69 70.07 6.62 9.4% 2.37 3.4% 1% False True 12,136
20 77.45 70.07 7.38 10.5% 2.16 3.1% 1% False True 10,184
40 77.45 63.01 14.44 20.6% 2.02 2.9% 49% False False 9,410
60 77.45 63.01 14.44 20.6% 1.91 2.7% 49% False False 7,764
80 77.45 61.52 15.93 22.7% 1.76 2.5% 54% False False 6,508
100 77.45 56.18 21.27 30.3% 1.63 2.3% 66% False False 5,561
120 77.45 51.78 25.67 36.6% 1.57 2.2% 71% False False 4,974
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.24
2.618 81.21
1.618 78.13
1.000 76.23
0.618 75.05
HIGH 73.15
0.618 71.97
0.500 71.61
0.382 71.25
LOW 70.07
0.618 68.17
1.000 66.99
1.618 65.09
2.618 62.01
4.250 56.98
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 71.61 72.68
PP 71.12 71.83
S1 70.62 70.98

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

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