NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 78.24 77.64 -0.60 -0.8% 77.62
High 79.12 79.60 0.48 0.6% 80.40
Low 77.29 76.65 -0.64 -0.8% 76.49
Close 78.21 77.25 -0.96 -1.2% 77.25
Range 1.83 2.95 1.12 61.2% 3.91
ATR 2.44 2.48 0.04 1.5% 0.00
Volume 108,613 116,865 8,252 7.6% 488,828
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 86.68 84.92 78.87
R3 83.73 81.97 78.06
R2 80.78 80.78 77.79
R1 79.02 79.02 77.52 78.43
PP 77.83 77.83 77.83 77.54
S1 76.07 76.07 76.98 75.48
S2 74.88 74.88 76.71
S3 71.93 73.12 76.44
S4 68.98 70.17 75.63
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 89.78 87.42 79.40
R3 85.87 83.51 78.33
R2 81.96 81.96 77.97
R1 79.60 79.60 77.61 78.83
PP 78.05 78.05 78.05 77.66
S1 75.69 75.69 76.89 74.92
S2 74.14 74.14 76.53
S3 70.23 71.78 76.17
S4 66.32 67.87 75.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.40 76.49 3.91 5.1% 2.38 3.1% 19% False False 97,765
10 80.77 73.73 7.04 9.1% 2.61 3.4% 50% False False 96,859
20 81.73 73.73 8.00 10.4% 2.49 3.2% 44% False False 64,582
40 83.19 72.40 10.79 14.0% 2.35 3.0% 45% False False 44,206
60 83.19 66.82 16.37 21.2% 2.28 2.9% 64% False False 33,063
80 83.19 66.82 16.37 21.2% 2.15 2.8% 64% False False 26,240
100 83.19 66.82 16.37 21.2% 2.00 2.6% 64% False False 21,996
120 83.19 63.61 19.58 25.3% 1.82 2.4% 70% False False 18,843
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 92.14
2.618 87.32
1.618 84.37
1.000 82.55
0.618 81.42
HIGH 79.60
0.618 78.47
0.500 78.13
0.382 77.78
LOW 76.65
0.618 74.83
1.000 73.70
1.618 71.88
2.618 68.93
4.250 64.11
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 78.13 78.31
PP 77.83 77.96
S1 77.54 77.60

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

View Archives - Comment on this page... - Back to Index of Symbols