NYMEX Light Sweet Crude Oil Future July 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	75.10	76.10	1.00	1.3%	73.12
High	75.58	76.10	0.52	0.7%	76.10
Low	74.68	72.87	-1.81	-2.4%	72.87
Close	75.54	73.62	-1.92	-2.5%	73.62
Range	0.90	3.23	2.33	258.9%	3.23
ATR	1.72	1.83	0.11	6.2%	0.00
Volume	9,700	2,181	-7,519	-77.5%	18,188

Daily Pivots for day following 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.89	81.98	75.40
R3	80.66	78.75	74.51
R2	77.43	77.43	74.21
R1	75.52	75.52	73.92	74.86
PP	74.20	74.20	74.20	73.87
S1	72.29	72.29	73.32	71.63
S2	70.97	70.97	73.03
S3	67.74	69.06	72.73
S4	64.51	65.83	71.84

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.89	81.98	75.40
R3	80.66	78.75	74.51
R2	77.43	77.43	74.21
R1	75.52	75.52	73.92	76.48
PP	74.20	74.20	74.20	74.67
S1	72.29	72.29	73.32	73.25
S2	70.97	70.97	73.03
S3	67.74	69.06	72.73
S4	64.51	65.83	71.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.10	71.82	4.28	5.8%	1.77	2.4%	42%	True	False	4,721
10	78.17	71.82	6.35	8.6%	1.53	2.1%	28%	False	False	3,798
20	79.61	71.82	7.79	10.6%	1.65	2.2%	23%	False	False	3,125

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	0.22
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	89.83
2.618	84.56
1.618	81.33
1.000	79.33
0.618	78.10
HIGH	76.10
0.618	74.87
0.500	74.49
0.382	74.10
LOW	72.87
0.618	70.87
1.000	69.64
1.618	67.64
2.618	64.41
4.250	59.14

Fisher Pivots for day following 11-Sep-2009
Pivot	1 day	3 day
R1	74.49	74.49
PP	74.20	74.20
S1	73.91	73.91

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