NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 64.83 64.77 -0.06 -0.1% 63.18
High 64.83 65.28 0.45 0.7% 64.92
Low 63.02 64.66 1.64 2.6% 61.52
Close 64.17 65.26 1.09 1.7% 61.50
Range 1.81 0.62 -1.19 -65.7% 3.40
ATR 1.66 1.62 -0.04 -2.4% 0.00
Volume 756 1,550 794 105.0% 7,402
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 66.93 66.71 65.60
R3 66.31 66.09 65.43
R2 65.69 65.69 65.37
R1 65.47 65.47 65.32 65.58
PP 65.07 65.07 65.07 65.12
S1 64.85 64.85 65.20 64.96
S2 64.45 64.45 65.15
S3 63.83 64.23 65.09
S4 63.21 63.61 64.92
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 72.85 70.57 63.37
R3 69.45 67.17 62.44
R2 66.05 66.05 62.12
R1 63.77 63.77 61.81 63.21
PP 62.65 62.65 62.65 62.37
S1 60.37 60.37 61.19 59.81
S2 59.25 59.25 60.88
S3 55.85 56.97 60.57
S4 52.45 53.57 59.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.28 61.52 3.76 5.8% 1.35 2.1% 99% True False 1,549
10 65.28 61.52 3.76 5.8% 1.43 2.2% 99% True False 1,771
20 65.28 56.50 8.78 13.5% 1.28 2.0% 100% True False 1,875
40 65.28 56.18 9.10 13.9% 1.19 1.8% 100% True False 1,816
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.23
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 67.92
2.618 66.90
1.618 66.28
1.000 65.90
0.618 65.66
HIGH 65.28
0.618 65.04
0.500 64.97
0.382 64.90
LOW 64.66
0.618 64.28
1.000 64.04
1.618 63.66
2.618 63.04
4.250 62.03
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 65.16 64.85
PP 65.07 64.43
S1 64.97 64.02

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

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