NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 11-Sep-2009

Day Change Summary
	Previous	Current
	10-Sep-2009	11-Sep-2009	Change	Change %	Previous Week
Open	74.13	75.28	1.15	1.6%	74.28
High	74.64	75.30	0.66	0.9%	75.36
Low	74.13	72.66	-1.47	-2.0%	72.66
Close	74.72	72.66	-2.06	-2.8%	72.66
Range	0.51	2.64	2.13	417.6%	2.70
ATR	1.14	1.24	0.11	9.4%	0.00
Volume	4,114	3,083	-1,031	-25.1%	11,381

Daily Pivots for day following 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.46	79.70	74.11
R3	78.82	77.06	73.39
R2	76.18	76.18	73.14
R1	74.42	74.42	72.90	73.98
PP	73.54	73.54	73.54	73.32
S1	71.78	71.78	72.42	71.34
S2	70.90	70.90	72.18
S3	68.26	69.14	71.93
S4	65.62	66.50	71.21

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.66	79.86	74.15
R3	78.96	77.16	73.40
R2	76.26	76.26	73.16
R1	74.46	74.46	72.91	74.01
PP	73.56	73.56	73.56	73.34
S1	71.76	71.76	72.41	71.31
S2	70.86	70.86	72.17
S3	68.16	69.06	71.92
S4	65.46	66.36	71.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.36	71.49	3.87	5.3%	0.84	1.2%	30%	False	False	2,514
10	76.91	71.49	5.42	7.5%	0.78	1.1%	22%	False	False	2,666
20	78.43	71.49	6.94	9.6%	0.72	1.0%	17%	False	False	2,324
40	79.61	70.62	8.99	12.4%	0.69	0.9%	23%	False	False	2,206

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.04
Widest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	86.52
2.618	82.21
1.618	79.57
1.000	77.94
0.618	76.93
HIGH	75.30
0.618	74.29
0.500	73.98
0.382	73.67
LOW	72.66
0.618	71.03
1.000	70.02
1.618	68.39
2.618	65.75
4.250	61.44

Fisher Pivots for day following 11-Sep-2009
Pivot	1 day	3 day
R1	73.98	74.01
PP	73.54	73.56
S1	73.10	73.11

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