NYMEX Light Sweet Crude Oil Future June 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 79.40 78.98 -0.42 -0.5% 77.50
High 80.14 79.17 -0.97 -1.2% 80.55
Low 78.42 78.05 -0.37 -0.5% 77.38
Close 78.58 78.93 0.35 0.4% 78.58
Range 1.72 1.12 -0.60 -34.9% 3.17
ATR 1.94 1.88 -0.06 -3.0% 0.00
Volume 12,078 7,102 -4,976 -41.2% 66,458
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 82.08 81.62 79.55
R3 80.96 80.50 79.24
R2 79.84 79.84 79.14
R1 79.38 79.38 79.03 79.05
PP 78.72 78.72 78.72 78.55
S1 78.26 78.26 78.83 77.93
S2 77.60 77.60 78.72
S3 76.48 77.14 78.62
S4 75.36 76.02 78.31
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 88.35 86.63 80.32
R3 85.18 83.46 79.45
R2 82.01 82.01 79.16
R1 80.29 80.29 78.87 81.15
PP 78.84 78.84 78.84 79.27
S1 77.12 77.12 78.29 77.98
S2 75.67 75.67 78.00
S3 72.50 73.95 77.71
S4 69.33 70.78 76.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.55 77.78 2.77 3.5% 1.53 1.9% 42% False False 11,122
10 80.55 72.33 8.22 10.4% 1.93 2.5% 80% False False 10,710
20 80.55 66.35 14.20 18.0% 1.82 2.3% 89% False False 9,130
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.32
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 83.93
2.618 82.10
1.618 80.98
1.000 80.29
0.618 79.86
HIGH 79.17
0.618 78.74
0.500 78.61
0.382 78.48
LOW 78.05
0.618 77.36
1.000 76.93
1.618 76.24
2.618 75.12
4.250 73.29
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 78.82 79.30
PP 78.72 79.18
S1 78.61 79.05

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

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