NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 71.66 70.05 -1.61 -2.2% 76.49
High 73.15 70.74 -2.41 -3.3% 76.69
Low 70.07 69.15 -0.92 -1.3% 72.25
Close 70.13 69.96 -0.17 -0.2% 74.78
Range 3.08 1.59 -1.49 -48.4% 4.44
ATR 2.28 2.23 -0.05 -2.2% 0.00
Volume 5,799 10,218 4,419 76.2% 54,562
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 74.72 73.93 70.83
R3 73.13 72.34 70.40
R2 71.54 71.54 70.25
R1 70.75 70.75 70.11 70.35
PP 69.95 69.95 69.95 69.75
S1 69.16 69.16 69.81 68.76
S2 68.36 68.36 69.67
S3 66.77 67.57 69.52
S4 65.18 65.98 69.09
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 69.15 6.14 8.8% 2.53 3.6% 13% False True 9,839
10 76.69 69.15 7.54 10.8% 2.15 3.1% 11% False True 12,258
20 77.45 69.15 8.30 11.9% 2.16 3.1% 10% False True 10,299
40 77.45 63.01 14.44 20.6% 2.02 2.9% 48% False False 9,516
60 77.45 63.01 14.44 20.6% 1.92 2.7% 48% False False 7,875
80 77.45 61.52 15.93 22.8% 1.77 2.5% 53% False False 6,625
100 77.45 56.18 21.27 30.4% 1.63 2.3% 65% False False 5,647
120 77.45 51.78 25.67 36.7% 1.58 2.3% 71% False False 5,042
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 0.62
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.50
2.618 74.90
1.618 73.31
1.000 72.33
0.618 71.72
HIGH 70.74
0.618 70.13
0.500 69.95
0.382 69.76
LOW 69.15
0.618 68.17
1.000 67.56
1.618 66.58
2.618 64.99
4.250 62.39
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 69.96 72.15
PP 69.95 71.42
S1 69.95 70.69

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

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