NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 67.03 67.00 -0.03 0.0% 73.36
High 67.82 68.24 0.42 0.6% 73.69
Low 66.10 66.38 0.28 0.4% 66.10
Close 66.90 67.64 0.74 1.1% 66.90
Range 1.72 1.86 0.14 8.1% 7.59
ATR 2.29 2.26 -0.03 -1.3% 0.00
Volume 51,263 44,732 -6,531 -12.7% 141,970
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 73.00 72.18 68.66
R3 71.14 70.32 68.15
R2 69.28 69.28 67.98
R1 68.46 68.46 67.81 68.87
PP 67.42 67.42 67.42 67.63
S1 66.60 66.60 67.47 67.01
S2 65.56 65.56 67.30
S3 63.70 64.74 67.13
S4 61.84 62.88 66.62
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 91.67 86.87 71.07
R3 84.08 79.28 68.99
R2 76.49 76.49 68.29
R1 71.69 71.69 67.60 70.30
PP 68.90 68.90 68.90 68.20
S1 64.10 64.10 66.20 62.71
S2 61.31 61.31 65.51
S3 53.72 56.51 64.81
S4 46.13 48.92 62.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.94 66.10 6.84 10.1% 2.46 3.6% 23% False False 34,513
10 74.39 66.10 8.29 12.3% 2.29 3.4% 19% False False 26,392
20 75.15 66.10 9.05 13.4% 2.31 3.4% 17% False False 20,726
40 77.45 66.10 11.35 16.8% 2.15 3.2% 14% False False 15,697
60 77.45 63.01 14.44 21.3% 2.05 3.0% 32% False False 13,090
80 77.45 63.01 14.44 21.3% 1.95 2.9% 32% False False 10,862
100 77.45 61.52 15.93 23.6% 1.84 2.7% 38% False False 9,226
120 77.45 56.18 21.27 31.4% 1.71 2.5% 54% False False 7,987
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.15
2.618 73.11
1.618 71.25
1.000 70.10
0.618 69.39
HIGH 68.24
0.618 67.53
0.500 67.31
0.382 67.09
LOW 66.38
0.618 65.23
1.000 64.52
1.618 63.37
2.618 61.51
4.250 58.48
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 67.53 67.99
PP 67.42 67.87
S1 67.31 67.76

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

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