NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 76.17 76.31 0.14 0.2% 81.83
High 76.85 77.83 0.98 1.3% 81.98
Low 75.73 76.31 0.58 0.8% 75.23
Close 76.13 77.32 1.19 1.6% 75.99
Range 1.12 1.52 0.40 35.7% 6.75
ATR 2.06 2.04 -0.03 -1.3% 0.00
Volume 13,863 26,844 12,981 93.6% 149,058
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 81.71 81.04 78.16
R3 80.19 79.52 77.74
R2 78.67 78.67 77.60
R1 78.00 78.00 77.46 78.34
PP 77.15 77.15 77.15 77.32
S1 76.48 76.48 77.18 76.82
S2 75.63 75.63 77.04
S3 74.11 74.96 76.90
S4 72.59 73.44 76.48
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 77.83 75.00 2.83 3.7% 1.44 1.9% 82% True False 24,584
10 83.66 75.00 8.66 11.2% 1.92 2.5% 27% False False 25,686
20 84.08 75.00 9.08 11.7% 2.06 2.7% 26% False False 22,196
40 84.85 75.00 9.85 12.7% 2.14 2.8% 24% False False 18,813
60 84.85 69.40 15.45 20.0% 2.05 2.7% 51% False False 16,902
80 84.85 69.40 15.45 20.0% 2.01 2.6% 51% False False 15,126
100 84.85 69.40 15.45 20.0% 1.98 2.6% 51% False False 13,951
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.29
2.618 81.81
1.618 80.29
1.000 79.35
0.618 78.77
HIGH 77.83
0.618 77.25
0.500 77.07
0.382 76.89
LOW 76.31
0.618 75.37
1.000 74.79
1.618 73.85
2.618 72.33
4.250 69.85
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 77.24 77.02
PP 77.15 76.72
S1 77.07 76.42

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

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