NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 71.43 71.20 -0.23 -0.3% 67.88
High 71.56 71.85 0.29 0.4% 72.50
Low 69.85 69.21 -0.64 -0.9% 66.89
Close 71.23 71.37 0.14 0.2% 71.23
Range 1.71 2.64 0.93 54.4% 5.61
ATR 2.11 2.14 0.04 1.8% 0.00
Volume 13,489 15,104 1,615 12.0% 57,855
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.73 77.69 72.82
R3 76.09 75.05 72.10
R2 73.45 73.45 71.85
R1 72.41 72.41 71.61 72.93
PP 70.81 70.81 70.81 71.07
S1 69.77 69.77 71.13 70.29
S2 68.17 68.17 70.89
S3 65.53 67.13 70.64
S4 62.89 64.49 69.92
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 87.04 84.74 74.32
R3 81.43 79.13 72.77
R2 75.82 75.82 72.26
R1 73.52 73.52 71.74 74.67
PP 70.21 70.21 70.21 70.78
S1 67.91 67.91 70.72 69.06
S2 64.60 64.60 70.20
S3 58.99 62.30 69.69
S4 53.38 56.69 68.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.50 67.33 5.17 7.2% 2.37 3.3% 78% False False 12,035
10 73.21 66.82 6.39 9.0% 2.26 3.2% 71% False False 11,537
20 74.79 66.82 7.97 11.2% 2.05 2.9% 57% False False 9,136
40 77.22 66.82 10.40 14.6% 1.87 2.6% 44% False False 7,119
60 78.00 63.61 14.39 20.2% 1.71 2.4% 54% False False 6,427
80 78.00 63.61 14.39 20.2% 1.51 2.1% 54% False False 5,532
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.07
2.618 78.76
1.618 76.12
1.000 74.49
0.618 73.48
HIGH 71.85
0.618 70.84
0.500 70.53
0.382 70.22
LOW 69.21
0.618 67.58
1.000 66.57
1.618 64.94
2.618 62.30
4.250 57.99
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 71.09 71.20
PP 70.81 71.03
S1 70.53 70.86

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

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