NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 10-Aug-2009

Day Change Summary
	Previous	Current
	07-Aug-2009	10-Aug-2009	Change	Change %	Previous Week
Open	77.27	76.63	-0.64	-0.8%	76.96
High	78.04	77.37	-0.67	-0.9%	78.75
Low	76.93	76.60	-0.33	-0.4%	76.60
Close	77.06	77.31	0.25	0.3%	77.06
Range	1.11	0.77	-0.34	-30.6%	2.15
ATR	1.77	1.70	-0.07	-4.0%	0.00
Volume	3,712	1,843	-1,869	-50.4%	22,718

Daily Pivots for day following 10-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.40	79.13	77.73
R3	78.63	78.36	77.52
R2	77.86	77.86	77.45
R1	77.59	77.59	77.38	77.73
PP	77.09	77.09	77.09	77.16
S1	76.82	76.82	77.24	76.96
S2	76.32	76.32	77.17
S3	75.55	76.05	77.10
S4	74.78	75.28	76.89

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.92	82.64	78.24
R3	81.77	80.49	77.65
R2	79.62	79.62	77.45
R1	78.34	78.34	77.26	78.98
PP	77.47	77.47	77.47	77.79
S1	76.19	76.19	76.86	76.83
S2	75.32	75.32	76.67
S3	73.17	74.04	76.47
S4	71.02	71.89	75.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.75	76.60	2.15	2.8%	1.14	1.5%	33%	False	True	4,023
10	78.75	70.26	8.49	11.0%	1.45	1.9%	83%	False	False	3,865
20	78.75	65.05	13.70	17.7%	1.32	1.7%	89%	False	False	3,922

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	True
Bull Hook	False
Stretch	0.18
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	80.64
2.618	79.39
1.618	78.62
1.000	78.14
0.618	77.85
HIGH	77.37
0.618	77.08
0.500	76.99
0.382	76.89
LOW	76.60
0.618	76.12
1.000	75.83
1.618	75.35
2.618	74.58
4.250	73.33

Fisher Pivots for day following 10-Aug-2009
Pivot	1 day	3 day
R1	77.20	77.68
PP	77.09	77.55
S1	76.99	77.43

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