NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 76.70 78.71 2.01 2.6% 78.66
High 79.61 78.99 -0.62 -0.8% 79.76
Low 76.50 78.05 1.55 2.0% 75.90
Close 79.37 78.21 -1.16 -1.5% 76.28
Range 3.11 0.94 -2.17 -69.8% 3.86
ATR 2.05 2.00 -0.05 -2.5% 0.00
Volume 3,761 4,655 894 23.8% 12,505
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.24 80.66 78.73
R3 80.30 79.72 78.47
R2 79.36 79.36 78.38
R1 78.78 78.78 78.30 78.60
PP 78.42 78.42 78.42 78.33
S1 77.84 77.84 78.12 77.66
S2 77.48 77.48 78.04
S3 76.54 76.90 77.95
S4 75.60 75.96 77.69
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 88.89 86.45 78.40
R3 85.03 82.59 77.34
R2 81.17 81.17 76.99
R1 78.73 78.73 76.63 78.02
PP 77.31 77.31 77.31 76.96
S1 74.87 74.87 75.93 74.16
S2 73.45 73.45 75.57
S3 69.59 71.01 75.22
S4 65.73 67.15 74.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.61 74.31 5.30 6.8% 2.33 3.0% 74% False False 2,867
10 80.51 74.31 6.20 7.9% 1.98 2.5% 63% False False 2,651
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 82.99
2.618 81.45
1.618 80.51
1.000 79.93
0.618 79.57
HIGH 78.99
0.618 78.63
0.500 78.52
0.382 78.41
LOW 78.05
0.618 77.47
1.000 77.11
1.618 76.53
2.618 75.59
4.250 74.06
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 78.52 77.86
PP 78.42 77.52
S1 78.31 77.17

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

View Archives - Comment on this page... - Back to Index of Symbols