NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 01-Dec-2009

Day Change Summary
	Previous	Current
	30-Nov-2009	01-Dec-2009	Change	Change %	Previous Week
Open	81.56	83.32	1.76	2.2%	81.82
High	82.95	84.32	1.37	1.7%	83.66
Low	81.37	83.32	1.95	2.4%	79.03
Close	82.85	83.88	1.03	1.2%	81.49
Range	1.58	1.00	-0.58	-36.7%	4.63
ATR	1.94	1.91	-0.03	-1.7%	0.00
Volume	5,271	4,277	-994	-18.9%	13,402

Daily Pivots for day following 01-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.84	86.36	84.43
R3	85.84	85.36	84.16
R2	84.84	84.84	84.06
R1	84.36	84.36	83.97	84.60
PP	83.84	83.84	83.84	83.96
S1	83.36	83.36	83.79	83.60
S2	82.84	82.84	83.70
S3	81.84	82.36	83.61
S4	80.84	81.36	83.33

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	95.28	93.02	84.04
R3	90.65	88.39	82.76
R2	86.02	86.02	82.34
R1	83.76	83.76	81.91	82.58
PP	81.39	81.39	81.39	80.80
S1	79.13	79.13	81.07	77.95
S2	76.76	76.76	80.64
S3	72.13	74.50	80.22
S4	67.50	69.87	78.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.32	79.03	5.29	6.3%	1.82	2.2%	92%	True	False	3,985
10	84.47	79.03	5.44	6.5%	1.60	1.9%	89%	False	False	3,021
20	84.50	79.03	5.47	6.5%	1.65	2.0%	89%	False	False	3,043
40	85.24	72.49	12.75	15.2%	1.65	2.0%	89%	False	False	3,212
60	85.24	70.06	15.18	18.1%	1.63	1.9%	91%	False	False	3,067
80	85.24	70.06	15.18	18.1%	1.61	1.9%	91%	False	False	2,976

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.26
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	88.57
2.618	86.94
1.618	85.94
1.000	85.32
0.618	84.94
HIGH	84.32
0.618	83.94
0.500	83.82
0.382	83.70
LOW	83.32
0.618	82.70
1.000	82.32
1.618	81.70
2.618	80.70
4.250	79.07

Fisher Pivots for day following 01-Dec-2009
Pivot	1 day	3 day
R1	83.86	83.15
PP	83.84	82.41
S1	83.82	81.68

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