NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 77.79 79.18 1.39 1.8% 76.00
High 79.55 80.08 0.53 0.7% 77.32
Low 77.78 78.62 0.84 1.1% 72.33
Close 79.41 80.08 0.67 0.8% 77.14
Range 1.77 1.46 -0.31 -17.5% 4.99
ATR 2.03 1.99 -0.04 -2.0% 0.00
Volume 15,541 11,334 -4,207 -27.1% 40,167
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 83.97 83.49 80.88
R3 82.51 82.03 80.48
R2 81.05 81.05 80.35
R1 80.57 80.57 80.21 80.81
PP 79.59 79.59 79.59 79.72
S1 79.11 79.11 79.95 79.35
S2 78.13 78.13 79.81
S3 76.67 77.65 79.68
S4 75.21 76.19 79.28
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 90.57 88.84 79.88
R3 85.58 83.85 78.51
R2 80.59 80.59 78.05
R1 78.86 78.86 77.60 79.73
PP 75.60 75.60 75.60 76.03
S1 73.87 73.87 76.68 74.74
S2 70.61 70.61 76.23
S3 65.62 68.88 75.77
S4 60.63 63.89 74.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.08 72.75 7.33 9.2% 2.18 2.7% 100% True False 13,243
10 80.08 72.33 7.75 9.7% 1.88 2.4% 100% True False 10,722
20 80.08 65.66 14.42 18.0% 1.80 2.3% 100% True False 8,671
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.29
2.618 83.90
1.618 82.44
1.000 81.54
0.618 80.98
HIGH 80.08
0.618 79.52
0.500 79.35
0.382 79.18
LOW 78.62
0.618 77.72
1.000 77.16
1.618 76.26
2.618 74.80
4.250 72.42
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 79.84 79.63
PP 79.59 79.18
S1 79.35 78.73

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

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