NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 75.48 76.17 0.69 0.9% 81.83
High 76.51 76.85 0.34 0.4% 81.98
Low 75.00 75.73 0.73 1.0% 75.23
Close 75.97 76.13 0.16 0.2% 75.99
Range 1.51 1.12 -0.39 -25.8% 6.75
ATR 2.13 2.06 -0.07 -3.4% 0.00
Volume 19,423 13,863 -5,560 -28.6% 149,058
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 79.60 78.98 76.75
R3 78.48 77.86 76.44
R2 77.36 77.36 76.34
R1 76.74 76.74 76.23 76.49
PP 76.24 76.24 76.24 76.11
S1 75.62 75.62 76.03 75.37
S2 75.12 75.12 75.92
S3 74.00 74.50 75.82
S4 72.88 73.38 75.51
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 97.98 93.74 79.70
R3 91.23 86.99 77.85
R2 84.48 84.48 77.23
R1 80.24 80.24 76.61 78.99
PP 77.73 77.73 77.73 77.11
S1 73.49 73.49 75.37 72.24
S2 70.98 70.98 74.75
S3 64.23 66.74 74.13
S4 57.48 59.99 72.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.55 75.00 4.55 6.0% 1.86 2.4% 25% False False 26,100
10 83.66 75.00 8.66 11.4% 1.96 2.6% 13% False False 25,634
20 84.08 75.00 9.08 11.9% 2.05 2.7% 12% False False 21,533
40 84.85 75.00 9.85 12.9% 2.13 2.8% 11% False False 18,368
60 84.85 69.40 15.45 20.3% 2.06 2.7% 44% False False 16,614
80 84.85 69.40 15.45 20.3% 2.00 2.6% 44% False False 14,875
100 84.85 69.40 15.45 20.3% 1.97 2.6% 44% False False 13,749
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 81.61
2.618 79.78
1.618 78.66
1.000 77.97
0.618 77.54
HIGH 76.85
0.618 76.42
0.500 76.29
0.382 76.16
LOW 75.73
0.618 75.04
1.000 74.61
1.618 73.92
2.618 72.80
4.250 70.97
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 76.29 76.06
PP 76.24 75.99
S1 76.18 75.93

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

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