NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 15-Sep-2009

Day Change Summary
	Previous	Current
	14-Sep-2009	15-Sep-2009	Change	Change %	Previous Week
Open	73.68	73.52	-0.16	-0.2%	73.12
High	73.68	75.26	1.58	2.1%	76.10
Low	72.94	73.14	0.20	0.3%	72.87
Close	73.65	75.11	1.46	2.0%	73.62
Range	0.74	2.12	1.38	186.5%	3.23
ATR	1.75	1.78	0.03	1.5%	0.00
Volume	1,922	2,843	921	47.9%	18,188

Daily Pivots for day following 15-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.86	80.11	76.28
R3	78.74	77.99	75.69
R2	76.62	76.62	75.50
R1	75.87	75.87	75.30	76.25
PP	74.50	74.50	74.50	74.69
S1	73.75	73.75	74.92	74.13
S2	72.38	72.38	74.72
S3	70.26	71.63	74.53
S4	68.14	69.51	73.94

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	4.3%	1.67	2.2%	69%	False	False	4,093
10	76.10	71.82	4.28	5.7%	1.66	2.2%	77%	False	False	3,976
20	79.61	71.82	7.79	10.4%	1.57	2.1%	42%	False	False	3,130

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	0.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.27
2.618	80.81
1.618	78.69
1.000	77.38
0.618	76.57
HIGH	75.26
0.618	74.45
0.500	74.20
0.382	73.95
LOW	73.14
0.618	71.83
1.000	71.02
1.618	69.71
2.618	67.59
4.250	64.13

Fisher Pivots for day following 15-Sep-2009
Pivot	1 day	3 day
R1	74.81	74.90
PP	74.50	74.69
S1	74.20	74.49

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