NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 08-Dec-2009

Day Change Summary
	Previous	Current
	07-Dec-2009	08-Dec-2009	Change	Change %	Previous Week
Open	81.83	78.77	-3.06	-3.7%	81.42
High	81.98	80.82	-1.16	-1.4%	83.78
Low	80.19	78.65	-1.54	-1.9%	80.06
Close	80.40	78.77	-1.63	-2.0%	81.44
Range	1.79	2.17	0.38	21.2%	3.72
ATR	2.19	2.19	0.00	-0.1%	0.00
Volume	23,140	28,703	5,563	24.0%	107,056

Daily Pivots for day following 08-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.92	84.52	79.96
R3	83.75	82.35	79.37
R2	81.58	81.58	79.17
R1	80.18	80.18	78.97	79.86
PP	79.41	79.41	79.41	79.25
S1	78.01	78.01	78.57	77.69
S2	77.24	77.24	78.37
S3	75.07	75.84	78.17
S4	72.90	73.67	77.58

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	92.92	90.90	83.49
R3	89.20	87.18	82.46
R2	85.48	85.48	82.12
R1	83.46	83.46	81.78	84.47
PP	81.76	81.76	81.76	82.27
S1	79.74	79.74	81.10	80.75
S2	78.04	78.04	80.76
S3	74.32	76.02	80.42
S4	70.60	72.30	79.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.66	78.65	5.01	6.4%	2.06	2.6%	2%	False	True	25,169
10	83.78	77.81	5.97	7.6%	2.28	2.9%	16%	False	False	23,379
20	84.08	77.81	6.27	8.0%	2.12	2.7%	15%	False	False	18,934
40	84.85	76.45	8.40	10.7%	2.10	2.7%	28%	False	False	17,116
60	84.85	69.40	15.45	19.6%	2.05	2.6%	61%	False	False	15,145
80	84.85	69.40	15.45	19.6%	2.00	2.5%	61%	False	False	13,778
100	84.85	69.40	15.45	19.6%	1.96	2.5%	61%	False	False	12,839

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.04
2.618	86.50
1.618	84.33
1.000	82.99
0.618	82.16
HIGH	80.82
0.618	79.99
0.500	79.74
0.382	79.48
LOW	78.65
0.618	77.31
1.000	76.48
1.618	75.14
2.618	72.97
4.250	69.43

Fisher Pivots for day following 08-Dec-2009
Pivot	1 day	3 day
R1	79.74	81.16
PP	79.41	80.36
S1	79.09	79.57

Download as Excel Spreadsheet

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

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