NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 76.90 74.57 -2.33 -3.0% 72.94
High 77.71 74.95 -2.76 -3.6% 77.61
Low 74.84 74.03 -0.81 -1.1% 72.24
Close 75.32 74.95 -0.37 -0.5% 77.27
Range 2.87 0.92 -1.95 -67.9% 5.37
ATR 1.80 1.76 -0.04 -2.0% 0.00
Volume 2,592 3,653 1,061 40.9% 19,329
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 77.40 77.10 75.46
R3 76.48 76.18 75.20
R2 75.56 75.56 75.12
R1 75.26 75.26 75.03 75.41
PP 74.64 74.64 74.64 74.72
S1 74.34 74.34 74.87 74.49
S2 73.72 73.72 74.78
S3 72.80 73.42 74.70
S4 71.88 72.50 74.44
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 91.82 89.91 80.22
R3 86.45 84.54 78.75
R2 81.08 81.08 78.25
R1 79.17 79.17 77.76 80.13
PP 75.71 75.71 75.71 76.18
S1 73.80 73.80 76.78 74.76
S2 70.34 70.34 76.29
S3 64.97 68.43 75.79
S4 59.60 63.06 74.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.78 74.03 3.75 5.0% 1.32 1.8% 25% False True 4,379
10 77.83 72.24 5.59 7.5% 1.83 2.4% 48% False False 3,909
20 78.75 71.52 7.23 9.6% 1.63 2.2% 47% False False 3,704
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.86
2.618 77.36
1.618 76.44
1.000 75.87
0.618 75.52
HIGH 74.95
0.618 74.60
0.500 74.49
0.382 74.38
LOW 74.03
0.618 73.46
1.000 73.11
1.618 72.54
2.618 71.62
4.250 70.12
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 74.80 75.91
PP 74.64 75.59
S1 74.49 75.27

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

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