NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 76.26 75.48 -0.78 -1.0% 81.83
High 76.62 76.51 -0.11 -0.1% 81.98
Low 75.23 75.00 -0.23 -0.3% 75.23
Close 75.99 75.97 -0.02 0.0% 75.99
Range 1.39 1.51 0.12 8.6% 6.75
ATR 2.18 2.13 -0.05 -2.2% 0.00
Volume 31,634 19,423 -12,211 -38.6% 149,058
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 80.36 79.67 76.80
R3 78.85 78.16 76.39
R2 77.34 77.34 76.25
R1 76.65 76.65 76.11 77.00
PP 75.83 75.83 75.83 76.00
S1 75.14 75.14 75.83 75.49
S2 74.32 74.32 75.69
S3 72.81 73.63 75.55
S4 71.30 72.12 75.14
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 97.98 93.74 79.70
R3 91.23 86.99 77.85
R2 84.48 84.48 77.23
R1 80.24 80.24 76.61 78.99
PP 77.73 77.73 77.73 77.11
S1 73.49 73.49 75.37 72.24
S2 70.98 70.98 74.75
S3 64.23 66.74 74.13
S4 57.48 59.99 72.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.82 75.00 5.82 7.7% 2.07 2.7% 17% False True 29,068
10 83.78 75.00 8.78 11.6% 2.01 2.6% 11% False True 26,075
20 84.08 75.00 9.08 12.0% 2.12 2.8% 11% False True 21,587
40 84.85 75.00 9.85 13.0% 2.13 2.8% 10% False True 18,431
60 84.85 69.40 15.45 20.3% 2.09 2.8% 43% False False 16,488
80 84.85 69.40 15.45 20.3% 2.00 2.6% 43% False False 14,818
100 84.85 69.40 15.45 20.3% 1.97 2.6% 43% False False 13,726
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.93
2.618 80.46
1.618 78.95
1.000 78.02
0.618 77.44
HIGH 76.51
0.618 75.93
0.500 75.76
0.382 75.58
LOW 75.00
0.618 74.07
1.000 73.49
1.618 72.56
2.618 71.05
4.250 68.58
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 75.90 75.96
PP 75.83 75.96
S1 75.76 75.95

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

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