NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 67.33 69.78 2.45 3.6% 65.60
High 68.57 70.48 1.91 2.8% 70.48
Low 67.31 69.50 2.19 3.3% 64.26
Close 68.62 70.14 1.52 2.2% 70.14
Range 1.26 0.98 -0.28 -22.2% 6.22
ATR
Volume 3,698 4,012 314 8.5% 16,732
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 72.98 72.54 70.68
R3 72.00 71.56 70.41
R2 71.02 71.02 70.32
R1 70.58 70.58 70.23 70.80
PP 70.04 70.04 70.04 70.15
S1 69.60 69.60 70.05 69.82
S2 69.06 69.06 69.96
S3 68.08 68.62 69.87
S4 67.10 67.64 69.60
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 86.95 84.77 73.56
R3 80.73 78.55 71.85
R2 74.51 74.51 71.28
R1 72.33 72.33 70.71 73.42
PP 68.29 68.29 68.29 68.84
S1 66.11 66.11 69.57 67.20
S2 62.07 62.07 69.00
S3 55.85 59.89 68.43
S4 49.63 53.67 66.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.48 64.26 6.22 8.9% 1.20 1.7% 95% True False 3,346
10 70.48 64.26 6.22 8.9% 1.13 1.6% 95% True False 3,208
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.13
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 74.65
2.618 73.05
1.618 72.07
1.000 71.46
0.618 71.09
HIGH 70.48
0.618 70.11
0.500 69.99
0.382 69.87
LOW 69.50
0.618 68.89
1.000 68.52
1.618 67.91
2.618 66.93
4.250 65.34
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 70.09 69.59
PP 70.04 69.04
S1 69.99 68.50

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

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