NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 71.60 72.19 0.59 0.8% 74.90
High 74.11 75.01 0.90 1.2% 75.05
Low 71.52 72.19 0.67 0.9% 70.26
Close 74.13 75.44 1.31 1.8% 75.44
Range 2.59 2.82 0.23 8.9% 4.79
ATR 1.87 1.94 0.07 3.6% 0.00
Volume 2,986 3,431 445 14.9% 19,564
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 82.67 81.88 76.99
R3 79.85 79.06 76.22
R2 77.03 77.03 75.96
R1 76.24 76.24 75.70 76.64
PP 74.21 74.21 74.21 74.41
S1 73.42 73.42 75.18 73.82
S2 71.39 71.39 74.92
S3 68.57 70.60 74.66
S4 65.75 67.78 73.89
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 87.95 86.49 78.07
R3 83.16 81.70 76.76
R2 78.37 78.37 76.32
R1 76.91 76.91 75.88 77.64
PP 73.58 73.58 73.58 73.95
S1 72.12 72.12 75.00 72.85
S2 68.79 68.79 74.56
S3 64.00 67.33 74.12
S4 59.21 62.54 72.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.05 70.26 4.79 6.3% 1.82 2.4% 108% False False 3,912
10 75.05 70.26 4.79 6.3% 1.54 2.0% 108% False False 4,193
20 75.05 64.26 10.79 14.3% 1.33 1.8% 104% False False 3,701
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 22 trading days
Fibonacci Retracements and Extensions
4.250 87.00
2.618 82.39
1.618 79.57
1.000 77.83
0.618 76.75
HIGH 75.01
0.618 73.93
0.500 73.60
0.382 73.27
LOW 72.19
0.618 70.45
1.000 69.37
1.618 67.63
2.618 64.81
4.250 60.21
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 74.83 74.51
PP 74.21 73.57
S1 73.60 72.64

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

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