NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 24-Dec-2009

Day Change Summary
	Previous	Current
	23-Dec-2009	24-Dec-2009	Change	Change %	Previous Week
Open	77.66	80.93	3.27	4.2%	76.30
High	79.73	80.56	0.83	1.0%	78.50
Low	77.62	79.07	1.45	1.9%	76.21
Close	79.51	80.93	1.42	1.8%	77.92
Range	2.11	1.49	-0.62	-29.4%	2.29
ATR	1.80	1.78	-0.02	-1.2%	0.00
Volume	2,440	2,721	281	11.5%	17,987

Daily Pivots for day following 24-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.66	84.28	81.75
R3	83.17	82.79	81.34
R2	81.68	81.68	81.20
R1	81.30	81.30	81.07	81.68
PP	80.19	80.19	80.19	80.37
S1	79.81	79.81	80.79	80.19
S2	78.70	78.70	80.66
S3	77.21	78.32	80.52
S4	75.72	76.83	80.11

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.41	83.46	79.18
R3	82.12	81.17	78.55
R2	79.83	79.83	78.34
R1	78.88	78.88	78.13	79.36
PP	77.54	77.54	77.54	77.78
S1	76.59	76.59	77.71	77.07
S2	75.25	75.25	77.50
S3	72.96	74.30	77.29
S4	70.67	72.01	76.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.56	76.17	4.39	5.4%	1.78	2.2%	108%	True	False	2,863
10	80.56	75.83	4.73	5.8%	1.54	1.9%	108%	True	False	3,434
20	84.32	75.83	8.49	10.5%	1.72	2.1%	60%	False	False	3,789
40	84.50	75.83	8.67	10.7%	1.71	2.1%	59%	False	False	3,446
60	85.24	71.85	13.39	16.5%	1.66	2.0%	68%	False	False	3,312
80	85.24	70.06	15.18	18.8%	1.62	2.0%	72%	False	False	3,255
100	85.24	70.06	15.18	18.8%	1.63	2.0%	72%	False	False	3,076

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	0.24
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	86.89
2.618	84.46
1.618	82.97
1.000	82.05
0.618	81.48
HIGH	80.56
0.618	79.99
0.500	79.82
0.382	79.64
LOW	79.07
0.618	78.15
1.000	77.58
1.618	76.66
2.618	75.17
4.250	72.74

Fisher Pivots for day following 24-Dec-2009
Pivot	1 day	3 day
R1	80.56	80.08
PP	80.19	79.22
S1	79.82	78.37

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