NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 71.14 72.94 1.80 2.5% 68.71
High 73.30 74.00 0.70 1.0% 73.55
Low 70.88 72.59 1.71 2.4% 68.65
Close 73.25 73.43 0.18 0.2% 70.20
Range 2.42 1.41 -1.01 -41.7% 4.90
ATR 2.44 2.37 -0.07 -3.0% 0.00
Volume 65,445 88,979 23,534 36.0% 331,004
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 77.57 76.91 74.21
R3 76.16 75.50 73.82
R2 74.75 74.75 73.69
R1 74.09 74.09 73.56 74.42
PP 73.34 73.34 73.34 73.51
S1 72.68 72.68 73.30 73.01
S2 71.93 71.93 73.17
S3 70.52 71.27 73.04
S4 69.11 69.86 72.65
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 85.50 82.75 72.90
R3 80.60 77.85 71.55
R2 75.70 75.70 71.10
R1 72.95 72.95 70.65 74.33
PP 70.80 70.80 70.80 71.49
S1 68.05 68.05 69.75 69.43
S2 65.90 65.90 69.30
S3 61.00 63.15 68.85
S4 56.10 58.25 67.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.00 69.05 4.95 6.7% 2.34 3.2% 88% True False 76,038
10 74.00 68.21 5.79 7.9% 2.26 3.1% 90% True False 74,404
20 76.16 68.21 7.95 10.8% 2.32 3.2% 66% False False 66,780
40 76.87 67.58 9.29 12.7% 2.44 3.3% 63% False False 58,832
60 76.87 62.21 14.66 20.0% 2.43 3.3% 77% False False 52,272
80 76.87 62.21 14.66 20.0% 2.37 3.2% 77% False False 48,438
100 76.87 55.21 21.66 29.5% 2.28 3.1% 84% False False 43,255
120 76.87 54.92 21.95 29.9% 2.28 3.1% 84% False False 39,228
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.99
2.618 77.69
1.618 76.28
1.000 75.41
0.618 74.87
HIGH 74.00
0.618 73.46
0.500 73.30
0.382 73.13
LOW 72.59
0.618 71.72
1.000 71.18
1.618 70.31
2.618 68.90
4.250 66.60
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 73.39 72.85
PP 73.34 72.27
S1 73.30 71.69

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

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