NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 82.04 82.45 0.41 0.5% 79.36
High 83.36 82.96 -0.40 -0.5% 83.67
Low 81.38 81.75 0.37 0.5% 79.35
Close 82.04 82.45 0.41 0.5% 80.54
Range 1.98 1.21 -0.77 -38.9% 4.32
ATR 1.88 1.83 -0.05 -2.5% 0.00
Volume 4,804 6,339 1,535 32.0% 30,469
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 86.02 85.44 83.12
R3 84.81 84.23 82.78
R2 83.60 83.60 82.67
R1 83.02 83.02 82.56 83.06
PP 82.39 82.39 82.39 82.40
S1 81.81 81.81 82.34 81.85
S2 81.18 81.18 82.23
S3 79.97 80.60 82.12
S4 78.76 79.39 81.78
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 94.15 91.66 82.92
R3 89.83 87.34 81.73
R2 85.51 85.51 81.33
R1 83.02 83.02 80.94 84.27
PP 81.19 81.19 81.19 81.81
S1 78.70 78.70 80.14 79.95
S2 76.87 76.87 79.75
S3 72.55 74.38 79.35
S4 68.23 70.06 78.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.36 79.89 3.47 4.2% 1.76 2.1% 74% False False 6,216
10 83.67 79.35 4.32 5.2% 2.06 2.5% 72% False False 5,605
20 84.42 78.22 6.20 7.5% 1.76 2.1% 68% False False 5,426
40 84.42 68.84 15.58 18.9% 1.40 1.7% 87% False False 4,570
60 84.42 68.84 15.58 18.9% 1.09 1.3% 87% False False 3,855
80 84.42 68.84 15.58 18.9% 1.04 1.3% 87% False False 3,448
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 88.10
2.618 86.13
1.618 84.92
1.000 84.17
0.618 83.71
HIGH 82.96
0.618 82.50
0.500 82.36
0.382 82.21
LOW 81.75
0.618 81.00
1.000 80.54
1.618 79.79
2.618 78.58
4.250 76.61
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 82.42 82.38
PP 82.39 82.30
S1 82.36 82.23

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

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