NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 76.49 77.47 0.98 1.3% 75.48
High 78.04 78.23 0.19 0.2% 78.04
Low 76.43 76.13 -0.30 -0.4% 75.00
Close 77.33 76.60 -0.73 -0.9% 77.33
Range 1.61 2.10 0.49 30.4% 3.04
ATR 2.02 2.03 0.01 0.3% 0.00
Volume 17,935 20,875 2,940 16.4% 101,569
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 83.29 82.04 77.76
R3 81.19 79.94 77.18
R2 79.09 79.09 76.99
R1 77.84 77.84 76.79 77.42
PP 76.99 76.99 76.99 76.77
S1 75.74 75.74 76.41 75.32
S2 74.89 74.89 76.22
S3 72.79 73.64 76.02
S4 70.69 71.54 75.45
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 85.91 84.66 79.00
R3 82.87 81.62 78.17
R2 79.83 79.83 77.89
R1 78.58 78.58 77.61 79.21
PP 76.79 76.79 76.79 77.10
S1 75.54 75.54 77.05 76.17
S2 73.75 73.75 76.77
S3 70.71 72.50 76.49
S4 67.67 69.46 75.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.23 75.71 2.52 3.3% 1.73 2.3% 35% True False 20,604
10 80.82 75.00 5.82 7.6% 1.90 2.5% 27% False False 24,836
20 83.78 75.00 8.78 11.5% 2.10 2.7% 18% False False 23,257
40 84.85 75.00 9.85 12.9% 2.12 2.8% 16% False False 18,998
60 84.85 69.58 15.27 19.9% 2.04 2.7% 46% False False 17,254
80 84.85 69.40 15.45 20.2% 2.00 2.6% 47% False False 15,662
100 84.85 69.40 15.45 20.2% 1.97 2.6% 47% False False 14,370
120 84.85 65.66 19.19 25.1% 1.92 2.5% 57% False False 13,098
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.16
2.618 83.73
1.618 81.63
1.000 80.33
0.618 79.53
HIGH 78.23
0.618 77.43
0.500 77.18
0.382 76.93
LOW 76.13
0.618 74.83
1.000 74.03
1.618 72.73
2.618 70.63
4.250 67.21
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 77.18 76.97
PP 76.99 76.85
S1 76.79 76.72

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

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