NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 79.63 77.59 -2.04 -2.6% 76.58
High 79.87 77.99 -1.88 -2.4% 80.33
Low 77.06 76.20 -0.86 -1.1% 76.20
Close 77.46 76.72 -0.74 -1.0% 76.72
Range 2.81 1.79 -1.02 -36.3% 4.13
ATR 2.45 2.40 -0.05 -1.9% 0.00
Volume 253,658 175,227 -78,431 -30.9% 1,444,878
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 82.34 81.32 77.70
R3 80.55 79.53 77.21
R2 78.76 78.76 77.05
R1 77.74 77.74 76.88 77.36
PP 76.97 76.97 76.97 76.78
S1 75.95 75.95 76.56 75.57
S2 75.18 75.18 76.39
S3 73.39 74.16 76.23
S4 71.60 72.37 75.74
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 90.14 87.56 78.99
R3 86.01 83.43 77.86
R2 81.88 81.88 77.48
R1 79.30 79.30 77.10 80.59
PP 77.75 77.75 77.75 78.40
S1 75.17 75.17 76.34 76.46
S2 73.62 73.62 75.96
S3 69.49 71.04 75.58
S4 65.36 66.91 74.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.33 76.20 4.13 5.4% 2.19 2.8% 13% False True 288,975
10 80.51 75.57 4.94 6.4% 2.28 3.0% 23% False False 285,872
20 81.58 75.57 6.01 7.8% 2.50 3.3% 19% False False 319,658
40 82.00 65.85 16.15 21.1% 2.42 3.2% 67% False False 256,781
60 82.00 65.55 16.45 21.4% 2.43 3.2% 68% False False 196,004
80 82.00 65.55 16.45 21.4% 2.44 3.2% 68% False False 160,746
100 82.00 62.21 19.79 25.8% 2.42 3.1% 73% False False 137,498
120 82.00 62.21 19.79 25.8% 2.41 3.1% 73% False False 120,480
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 0.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.60
2.618 82.68
1.618 80.89
1.000 79.78
0.618 79.10
HIGH 77.99
0.618 77.31
0.500 77.10
0.382 76.88
LOW 76.20
0.618 75.09
1.000 74.41
1.618 73.30
2.618 71.51
4.250 68.59
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 77.10 78.27
PP 76.97 77.75
S1 76.85 77.24

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

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