NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 03-Sep-2009

Day Change Summary
	Previous	Current
	02-Sep-2009	03-Sep-2009	Change	Change %	Previous Week
Open	73.21	72.84	-0.37	-0.5%	79.42
High	73.39	73.73	0.34	0.5%	79.47
Low	72.34	72.55	0.21	0.3%	76.04
Close	73.03	72.59	-0.44	-0.6%	77.72
Range	1.05	1.18	0.13	12.4%	3.43
ATR	1.82	1.78	-0.05	-2.5%	0.00
Volume	955	7,666	6,711	702.7%	9,454

Daily Pivots for day following 03-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	76.50	75.72	73.24
R3	75.32	74.54	72.91
R2	74.14	74.14	72.81
R1	73.36	73.36	72.70	73.16
PP	72.96	72.96	72.96	72.86
S1	72.18	72.18	72.48	71.98
S2	71.78	71.78	72.37
S3	70.60	71.00	72.27
S4	69.42	69.82	71.94

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.03	86.31	79.61
R3	84.60	82.88	78.66
R2	81.17	81.17	78.35
R1	79.45	79.45	78.03	78.60
PP	77.74	77.74	77.74	77.32
S1	76.02	76.02	77.41	75.17
S2	74.31	74.31	77.09
S3	70.88	72.59	76.78
S4	67.45	69.16	75.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.17	72.34	5.83	8.0%	1.28	1.8%	4%	False	False	2,874
10	79.47	72.34	7.13	9.8%	1.24	1.7%	4%	False	False	2,455
20	80.51	72.34	8.17	11.3%	1.61	2.2%	3%	False	False	2,553

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.15
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	78.75
2.618	76.82
1.618	75.64
1.000	74.91
0.618	74.46
HIGH	73.73
0.618	73.28
0.500	73.14
0.382	73.00
LOW	72.55
0.618	71.82
1.000	71.37
1.618	70.64
2.618	69.46
4.250	67.54

Fisher Pivots for day following 03-Sep-2009
Pivot	1 day	3 day
R1	73.14	74.21
PP	72.96	73.67
S1	72.77	73.13

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