NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 70.52 71.41 0.89 1.3% 69.49
High 72.32 73.68 1.36 1.9% 73.82
Low 69.97 71.40 1.43 2.0% 69.42
Close 72.14 73.65 1.51 2.1% 70.68
Range 2.35 2.28 -0.07 -3.0% 4.40
ATR 2.20 2.20 0.01 0.3% 0.00
Volume 15,402 14,979 -423 -2.7% 78,225
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 79.75 78.98 74.90
R3 77.47 76.70 74.28
R2 75.19 75.19 74.07
R1 74.42 74.42 73.86 74.81
PP 72.91 72.91 72.91 73.10
S1 72.14 72.14 73.44 72.53
S2 70.63 70.63 73.23
S3 68.35 69.86 73.02
S4 66.07 67.58 72.40
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 84.51 81.99 73.10
R3 80.11 77.59 71.89
R2 75.71 75.71 71.49
R1 73.19 73.19 71.08 74.45
PP 71.31 71.31 71.31 71.94
S1 68.79 68.79 70.28 70.05
S2 66.91 66.91 69.87
S3 62.51 64.39 69.47
S4 58.11 59.99 68.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.82 69.64 4.18 5.7% 2.18 3.0% 96% False False 19,407
10 73.82 68.77 5.05 6.9% 2.10 2.8% 97% False False 16,302
20 76.69 68.77 7.92 10.8% 2.23 3.0% 62% False False 14,219
40 77.45 68.55 8.90 12.1% 2.15 2.9% 57% False False 11,878
60 77.45 63.01 14.44 19.6% 2.01 2.7% 74% False False 9,881
80 77.45 63.01 14.44 19.6% 1.87 2.5% 74% False False 8,332
100 77.45 56.57 20.88 28.4% 1.76 2.4% 82% False False 7,041
120 77.45 56.18 21.27 28.9% 1.64 2.2% 82% False False 6,167
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.37
2.618 79.65
1.618 77.37
1.000 75.96
0.618 75.09
HIGH 73.68
0.618 72.81
0.500 72.54
0.382 72.27
LOW 71.40
0.618 69.99
1.000 69.12
1.618 67.71
2.618 65.43
4.250 61.71
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 73.28 72.99
PP 72.91 72.32
S1 72.54 71.66

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

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