NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 21-Jul-2009

Day Change Summary
	Previous	Current
	20-Jul-2009	21-Jul-2009	Change	Change %	Previous Week
Open	70.95	71.45	0.50	0.7%	65.60
High	71.48	72.08	0.60	0.8%	70.48
Low	70.80	71.28	0.48	0.7%	64.26
Close	71.28	71.48	0.20	0.3%	70.14
Range	0.68	0.80	0.12	17.6%	6.22
ATR	0.00	1.73	1.73		0.00
Volume	3,067	2,610	-457	-14.9%	16,732

Daily Pivots for day following 21-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	74.01	73.55	71.92
R3	73.21	72.75	71.70
R2	72.41	72.41	71.63
R1	71.95	71.95	71.55	72.18
PP	71.61	71.61	71.61	71.73
S1	71.15	71.15	71.41	71.38
S2	70.81	70.81	71.33
S3	70.01	70.35	71.26
S4	69.21	69.55	71.04

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	72.08	66.51	5.57	7.8%	1.02	1.4%	89%	True	False	3,086
10	72.08	64.26	7.82	10.9%	1.13	1.6%	92%	True	False	3,241

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	0.16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	75.48
2.618	74.17
1.618	73.37
1.000	72.88
0.618	72.57
HIGH	72.08
0.618	71.77
0.500	71.68
0.382	71.59
LOW	71.28
0.618	70.79
1.000	70.48
1.618	69.99
2.618	69.19
4.250	67.88

Fisher Pivots for day following 21-Jul-2009
Pivot	1 day	3 day
R1	71.68	71.25
PP	71.61	71.02
S1	71.55	70.79

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