NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 78.75 79.98 1.23 1.6% 79.65
High 80.46 80.21 -0.25 -0.3% 81.58
Low 77.03 76.85 -0.18 -0.2% 76.85
Close 79.87 77.00 -2.87 -3.6% 77.00
Range 3.43 3.36 -0.07 -2.0% 4.73
ATR 2.53 2.59 0.06 2.4% 0.00
Volume 359,438 360,575 1,137 0.3% 1,753,343
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 88.10 85.91 78.85
R3 84.74 82.55 77.92
R2 81.38 81.38 77.62
R1 79.19 79.19 77.31 78.61
PP 78.02 78.02 78.02 77.73
S1 75.83 75.83 76.69 75.25
S2 74.66 74.66 76.38
S3 71.30 72.47 76.08
S4 67.94 69.11 75.15
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 92.67 89.56 79.60
R3 87.94 84.83 78.30
R2 83.21 83.21 77.87
R1 80.10 80.10 77.43 79.29
PP 78.48 78.48 78.48 78.07
S1 75.37 75.37 76.57 74.56
S2 73.75 73.75 76.13
S3 69.02 70.64 75.70
S4 64.29 65.91 74.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.58 76.85 4.73 6.1% 3.05 4.0% 3% False True 350,668
10 82.00 76.85 5.15 6.7% 2.72 3.5% 3% False True 323,525
20 82.00 68.32 13.68 17.8% 2.48 3.2% 63% False False 253,718
40 82.00 65.55 16.45 21.4% 2.46 3.2% 70% False False 171,311
60 82.00 65.55 16.45 21.4% 2.46 3.2% 70% False False 131,833
80 82.00 62.21 19.79 25.7% 2.43 3.1% 75% False False 111,057
100 82.00 62.21 19.79 25.7% 2.45 3.2% 75% False False 96,051
120 82.00 60.66 21.34 27.7% 2.38 3.1% 77% False False 85,317
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.80
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.49
2.618 89.01
1.618 85.65
1.000 83.57
0.618 82.29
HIGH 80.21
0.618 78.93
0.500 78.53
0.382 78.13
LOW 76.85
0.618 74.77
1.000 73.49
1.618 71.41
2.618 68.05
4.250 62.57
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 78.53 78.66
PP 78.02 78.10
S1 77.51 77.55

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

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