NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 74.90 73.27 -1.63 -2.2% 70.95
High 75.05 73.54 -1.51 -2.0% 74.81
Low 74.10 73.08 -1.02 -1.4% 70.37
Close 74.50 73.62 -0.88 -1.2% 74.71
Range 0.95 0.46 -0.49 -51.6% 4.44
ATR 1.65 1.63 -0.02 -1.0% 0.00
Volume 5,471 4,953 -518 -9.5% 22,374
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 74.79 74.67 73.87
R3 74.33 74.21 73.75
R2 73.87 73.87 73.70
R1 73.75 73.75 73.66 73.81
PP 73.41 73.41 73.41 73.45
S1 73.29 73.29 73.58 73.35
S2 72.95 72.95 73.54
S3 72.49 72.83 73.49
S4 72.03 72.37 73.37
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 86.62 85.10 77.15
R3 82.18 80.66 75.93
R2 77.74 77.74 75.52
R1 76.22 76.22 75.12 76.98
PP 73.30 73.30 73.30 73.68
S1 71.78 71.78 74.30 72.54
S2 68.86 68.86 73.90
S3 64.42 67.34 73.49
S4 59.98 62.90 72.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.05 70.37 4.68 6.4% 1.25 1.7% 69% False False 5,424
10 75.05 66.51 8.54 11.6% 1.14 1.5% 83% False False 4,255
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 0.20
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 75.50
2.618 74.74
1.618 74.28
1.000 74.00
0.618 73.82
HIGH 73.54
0.618 73.36
0.500 73.31
0.382 73.26
LOW 73.08
0.618 72.80
1.000 72.62
1.618 72.34
2.618 71.88
4.250 71.13
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 73.52 74.07
PP 73.41 73.92
S1 73.31 73.77

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

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