NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 74.68 74.97 0.29 0.4% 73.27
High 76.33 76.09 -0.24 -0.3% 76.33
Low 74.37 74.01 -0.36 -0.5% 72.45
Close 75.23 74.55 -0.68 -0.9% 75.23
Range 1.96 2.08 0.12 6.1% 3.88
ATR 2.18 2.17 -0.01 -0.3% 0.00
Volume 79,929 75,977 -3,952 -4.9% 392,652
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 81.12 79.92 75.69
R3 79.04 77.84 75.12
R2 76.96 76.96 74.93
R1 75.76 75.76 74.74 75.32
PP 74.88 74.88 74.88 74.67
S1 73.68 73.68 74.36 73.24
S2 72.80 72.80 74.17
S3 70.72 71.60 73.98
S4 68.64 69.52 73.41
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 86.31 84.65 77.36
R3 82.43 80.77 76.30
R2 78.55 78.55 75.94
R1 76.89 76.89 75.59 77.72
PP 74.67 74.67 74.67 75.09
S1 73.01 73.01 74.87 73.84
S2 70.79 70.79 74.52
S3 66.91 69.13 74.16
S4 63.03 65.25 73.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.33 73.26 3.07 4.1% 1.90 2.6% 42% False False 78,217
10 78.09 72.45 5.64 7.6% 2.01 2.7% 37% False False 85,110
20 81.53 72.45 9.08 12.2% 2.28 3.1% 23% False False 64,798
40 83.50 72.45 11.05 14.8% 2.30 3.1% 19% False False 41,655
60 83.60 67.60 16.00 21.5% 2.18 2.9% 43% False False 31,382
80 83.60 67.46 16.14 21.6% 2.12 2.8% 44% False False 25,076
100 83.60 67.46 16.14 21.6% 2.02 2.7% 44% False False 20,850
120 83.60 64.26 19.34 25.9% 1.88 2.5% 53% False False 17,989
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.93
2.618 81.54
1.618 79.46
1.000 78.17
0.618 77.38
HIGH 76.09
0.618 75.30
0.500 75.05
0.382 74.80
LOW 74.01
0.618 72.72
1.000 71.93
1.618 70.64
2.618 68.56
4.250 65.17
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 75.05 75.03
PP 74.88 74.87
S1 74.72 74.71

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

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