NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 80.69 81.21 0.52 0.6% 80.65
High 82.72 81.21 -1.51 -1.8% 83.05
Low 80.18 79.51 -0.67 -0.8% 80.00
Close 80.69 79.63 -1.06 -1.3% 80.69
Range 2.54 1.70 -0.84 -33.1% 3.05
ATR 1.98 1.96 -0.02 -1.0% 0.00
Volume 13,928 15,253 1,325 9.5% 55,888
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 85.22 84.12 80.57
R3 83.52 82.42 80.10
R2 81.82 81.82 79.94
R1 80.72 80.72 79.79 80.42
PP 80.12 80.12 80.12 79.97
S1 79.02 79.02 79.47 78.72
S2 78.42 78.42 79.32
S3 76.72 77.32 79.16
S4 75.02 75.62 78.70
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 90.40 88.59 82.37
R3 87.35 85.54 81.53
R2 84.30 84.30 81.25
R1 82.49 82.49 80.97 83.40
PP 81.25 81.25 81.25 81.70
S1 79.44 79.44 80.41 80.35
S2 78.20 78.20 80.13
S3 75.15 76.39 79.85
S4 72.10 73.34 79.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.05 79.51 3.54 4.4% 1.76 2.2% 3% False True 12,043
10 83.05 77.01 6.04 7.6% 2.06 2.6% 43% False False 10,436
20 83.45 77.01 6.44 8.1% 1.87 2.3% 41% False False 7,693
40 84.42 75.75 8.67 10.9% 1.73 2.2% 45% False False 6,520
60 84.42 68.84 15.58 19.6% 1.48 1.9% 69% False False 5,485
80 84.42 68.84 15.58 19.6% 1.29 1.6% 69% False False 4,695
100 84.42 68.84 15.58 19.6% 1.16 1.5% 69% False False 4,174
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.44
2.618 85.66
1.618 83.96
1.000 82.91
0.618 82.26
HIGH 81.21
0.618 80.56
0.500 80.36
0.382 80.16
LOW 79.51
0.618 78.46
1.000 77.81
1.618 76.76
2.618 75.06
4.250 72.29
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 80.36 81.12
PP 80.12 80.62
S1 79.87 80.13

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

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