NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 70.96 72.88 1.92 2.7% 71.20
High 73.84 73.83 -0.01 0.0% 73.84
Low 70.74 72.40 1.66 2.3% 69.21
Close 73.28 73.43 0.15 0.2% 73.43
Range 3.10 1.43 -1.67 -53.9% 4.63
ATR 2.19 2.14 -0.05 -2.5% 0.00
Volume 18,398 16,723 -1,675 -9.1% 87,021
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.51 76.90 74.22
R3 76.08 75.47 73.82
R2 74.65 74.65 73.69
R1 74.04 74.04 73.56 74.35
PP 73.22 73.22 73.22 73.37
S1 72.61 72.61 73.30 72.92
S2 71.79 71.79 73.17
S3 70.36 71.18 73.04
S4 68.93 69.75 72.64
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.05 84.37 75.98
R3 81.42 79.74 74.70
R2 76.79 76.79 74.28
R1 75.11 75.11 73.85 75.95
PP 72.16 72.16 72.16 72.58
S1 70.48 70.48 73.01 71.32
S2 67.53 67.53 72.58
S3 62.90 65.85 72.16
S4 58.27 61.22 70.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.84 69.21 4.63 6.3% 2.21 3.0% 91% False False 17,404
10 73.84 66.89 6.95 9.5% 2.21 3.0% 94% False False 14,487
20 74.79 66.82 7.97 10.9% 2.03 2.8% 83% False False 11,238
40 77.22 66.82 10.40 14.2% 1.98 2.7% 64% False False 8,574
60 78.00 66.82 11.18 15.2% 1.77 2.4% 59% False False 7,391
80 78.00 63.61 14.39 19.6% 1.56 2.1% 68% False False 6,345
100 78.00 63.61 14.39 19.6% 1.46 2.0% 68% False False 5,504
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 79.91
2.618 77.57
1.618 76.14
1.000 75.26
0.618 74.71
HIGH 73.83
0.618 73.28
0.500 73.12
0.382 72.95
LOW 72.40
0.618 71.52
1.000 70.97
1.618 70.09
2.618 68.66
4.250 66.32
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 73.33 72.97
PP 73.22 72.51
S1 73.12 72.05

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

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