NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 14-Sep-2009

Day Change Summary
	Previous	Current
	11-Sep-2009	14-Sep-2009	Change	Change %	Previous Week
Open	76.10	73.68	-2.42	-3.2%	73.12
High	76.10	73.68	-2.42	-3.2%	76.10
Low	72.87	72.94	0.07	0.1%	72.87
Close	73.62	73.65	0.03	0.0%	73.62
Range	3.23	0.74	-2.49	-77.1%	3.23
ATR	1.83	1.75	-0.08	-4.3%	0.00
Volume	2,181	1,922	-259	-11.9%	18,188

Daily Pivots for day following 14-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	75.64	75.39	74.06
R3	74.90	74.65	73.85
R2	74.16	74.16	73.79
R1	73.91	73.91	73.72	73.67
PP	73.42	73.42	73.42	73.30
S1	73.17	73.17	73.58	72.93
S2	72.68	72.68	73.51
S3	71.94	72.43	73.45
S4	71.20	71.69	73.24

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	72.87	3.23	4.4%	1.75	2.4%	24%	False	False	4,022
10	76.10	71.82	4.28	5.8%	1.56	2.1%	43%	False	False	3,842
20	79.61	71.82	7.79	10.6%	1.53	2.1%	23%	False	False	3,082

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	0.21
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	76.83
2.618	75.62
1.618	74.88
1.000	74.42
0.618	74.14
HIGH	73.68
0.618	73.40
0.500	73.31
0.382	73.22
LOW	72.94
0.618	72.48
1.000	72.20
1.618	71.74
2.618	71.00
4.250	69.80

Fisher Pivots for day following 14-Sep-2009
Pivot	1 day	3 day
R1	73.54	74.49
PP	73.42	74.21
S1	73.31	73.93

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