NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 10-Jun-2009

Day Change Summary
	Previous	Current
	09-Jun-2009	10-Jun-2009	Change	Change %	Previous Week
Open	75.09	75.45	0.36	0.5%	71.21
High	75.12	75.79	0.67	0.9%	74.24
Low	74.49	75.33	0.84	1.1%	70.78
Close	75.07	75.83	0.76	1.0%	73.87
Range	0.63	0.46	-0.17	-27.0%	3.46
ATR	1.44	1.39	-0.05	-3.6%	0.00
Volume	2,063	1,730	-333	-16.1%	14,948

Daily Pivots for day following 10-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.03	76.89	76.08
R3	76.57	76.43	75.96
R2	76.11	76.11	75.91
R1	75.97	75.97	75.87	76.04
PP	75.65	75.65	75.65	75.69
S1	75.51	75.51	75.79	75.58
S2	75.19	75.19	75.75
S3	74.73	75.05	75.70
S4	74.27	74.59	75.58

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.34	82.07	75.77
R3	79.88	78.61	74.82
R2	76.42	76.42	74.50
R1	75.15	75.15	74.19	75.79
PP	72.96	72.96	72.96	73.28
S1	71.69	71.69	73.55	72.33
S2	69.50	69.50	73.24
S3	66.04	68.23	72.92
S4	62.58	64.77	71.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.79	72.80	2.99	3.9%	0.88	1.2%	101%	True	False	2,288
10	75.79	66.55	9.24	12.2%	1.14	1.5%	100%	True	False	2,697

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.09
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	77.75
2.618	76.99
1.618	76.53
1.000	76.25
0.618	76.07
HIGH	75.79
0.618	75.61
0.500	75.56
0.382	75.51
LOW	75.33
0.618	75.05
1.000	74.87
1.618	74.59
2.618	74.13
4.250	73.38

Fisher Pivots for day following 10-Jun-2009
Pivot	1 day	3 day
R1	75.74	75.42
PP	75.65	75.02
S1	75.56	74.61

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols