NYMEX Light Sweet Crude Oil Future April 2010

Trading Metrics calculated at close of trading on 08-Sep-2009

Day Change Summary
	Previous	Current
	04-Sep-2009	08-Sep-2009	Change	Change %	Previous Week
Open	70.63	73.28	2.65	3.8%	75.20
High	70.63	74.24	3.61	5.1%	75.20
Low	70.63	72.96	2.33	3.3%	70.63
Close	71.14	73.82	2.68	3.8%	71.14
Range	0.00	1.28	1.28		4.57
ATR	1.34	1.46	0.13	9.4%	0.00
Volume	2,424	1,548	-876	-36.1%	12,872

Daily Pivots for day following 08-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.51	76.95	74.52
R3	76.23	75.67	74.17
R2	74.95	74.95	74.05
R1	74.39	74.39	73.94	74.67
PP	73.67	73.67	73.67	73.82
S1	73.11	73.11	73.70	73.39
S2	72.39	72.39	73.59
S3	71.11	71.83	73.47
S4	69.83	70.55	73.12

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.03	83.16	73.65
R3	81.46	78.59	72.40
R2	76.89	76.89	71.98
R1	74.02	74.02	71.56	73.17
PP	72.32	72.32	72.32	71.90
S1	69.45	69.45	70.72	68.60
S2	67.75	67.75	70.30
S3	63.18	64.88	69.88
S4	58.61	60.31	68.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.24	70.63	3.61	4.9%	0.90	1.2%	88%	True	False	2,379
10	76.89	70.63	6.26	8.5%	0.91	1.2%	51%	False	False	2,278
20	78.20	70.63	7.57	10.3%	1.06	1.4%	42%	False	False	2,281
40	79.10	65.71	13.39	18.1%	0.94	1.3%	61%	False	False	2,293

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.11
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	79.68
2.618	77.59
1.618	76.31
1.000	75.52
0.618	75.03
HIGH	74.24
0.618	73.75
0.500	73.60
0.382	73.45
LOW	72.96
0.618	72.17
1.000	71.68
1.618	70.89
2.618	69.61
4.250	67.52

Fisher Pivots for day following 08-Sep-2009
Pivot	1 day	3 day
R1	73.75	73.36
PP	73.67	72.90
S1	73.60	72.44

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