NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 06-Aug-2009

Day Change Summary
	Previous	Current
	05-Aug-2009	06-Aug-2009	Change	Change %	Previous Week
Open	78.26	78.55	0.29	0.4%	74.90
High	78.55	78.75	0.20	0.3%	75.05
Low	76.76	77.80	1.04	1.4%	70.26
Close	78.55	78.34	-0.21	-0.3%	75.44
Range	1.79	0.95	-0.84	-46.9%	4.79
ATR	1.86	1.80	-0.07	-3.5%	0.00
Volume	4,630	3,825	-805	-17.4%	19,564

Daily Pivots for day following 06-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.15	80.69	78.86
R3	80.20	79.74	78.60
R2	79.25	79.25	78.51
R1	78.79	78.79	78.43	78.55
PP	78.30	78.30	78.30	78.17
S1	77.84	77.84	78.25	77.60
S2	77.35	77.35	78.17
S3	76.40	76.89	78.08
S4	75.45	75.94	77.82

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	78.75	72.19	6.56	8.4%	1.46	1.9%	94%	True	False	4,487
10	78.75	70.26	8.49	10.8%	1.46	1.9%	95%	True	False	4,697
20	78.75	64.26	14.49	18.5%	1.33	1.7%	97%	True	False	4,021

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.20
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	82.79
2.618	81.24
1.618	80.29
1.000	79.70
0.618	79.34
HIGH	78.75
0.618	78.39
0.500	78.28
0.382	78.16
LOW	77.80
0.618	77.21
1.000	76.85
1.618	76.26
2.618	75.31
4.250	73.76

Fisher Pivots for day following 06-Aug-2009
Pivot	1 day	3 day
R1	78.32	78.15
PP	78.30	77.95
S1	78.28	77.76

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