NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 77.62 78.78 1.16 1.5% 78.56
High 79.39 80.40 1.01 1.3% 80.77
Low 76.49 78.45 1.96 2.6% 73.73
Close 78.66 79.77 1.11 1.4% 77.36
Range 2.90 1.95 -0.95 -32.8% 7.04
ATR 2.55 2.51 -0.04 -1.7% 0.00
Volume 63,996 96,205 32,209 50.3% 423,601
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 85.39 84.53 80.84
R3 83.44 82.58 80.31
R2 81.49 81.49 80.13
R1 80.63 80.63 79.95 81.06
PP 79.54 79.54 79.54 79.76
S1 78.68 78.68 79.59 79.11
S2 77.59 77.59 79.41
S3 75.64 76.73 79.23
S4 73.69 74.78 78.70
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 98.41 94.92 81.23
R3 91.37 87.88 79.30
R2 84.33 84.33 78.65
R1 80.84 80.84 78.01 79.07
PP 77.29 77.29 77.29 76.40
S1 73.80 73.80 76.71 72.03
S2 70.25 70.25 76.07
S3 63.21 66.76 75.42
S4 56.17 59.72 73.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.40 73.73 6.67 8.4% 2.92 3.7% 91% True False 107,367
10 81.59 73.73 7.86 9.9% 2.50 3.1% 77% False False 75,424
20 82.28 73.73 8.55 10.7% 2.45 3.1% 71% False False 52,984
40 83.19 70.26 12.93 16.2% 2.34 2.9% 74% False False 37,370
60 83.19 66.82 16.37 20.5% 2.24 2.8% 79% False False 27,959
80 83.19 66.82 16.37 20.5% 2.11 2.6% 79% False False 22,245
100 83.19 63.61 19.58 24.5% 1.96 2.5% 83% False False 18,804
120 83.19 63.61 19.58 24.5% 1.79 2.2% 83% False False 16,145
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.56
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 88.69
2.618 85.51
1.618 83.56
1.000 82.35
0.618 81.61
HIGH 80.40
0.618 79.66
0.500 79.43
0.382 79.19
LOW 78.45
0.618 77.24
1.000 76.50
1.618 75.29
2.618 73.34
4.250 70.16
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 79.66 78.87
PP 79.54 77.97
S1 79.43 77.07

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

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