NYMEX Light Sweet Crude Oil Future September 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	77.54	77.59	0.05	0.1%	82.09
High	77.79	78.37	0.58	0.7%	82.47
Low	77.51	77.55	0.04	0.1%	77.20
Close	77.54	77.59	0.05	0.1%	77.56
Range	0.28	0.82	0.54	192.9%	5.27
ATR	1.44	1.39	-0.04	-3.0%	0.00
Volume	1,481	1,776	295	19.9%	16,587

Daily Pivots for day following 15-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.30	79.76	78.04
R3	79.48	78.94	77.82
R2	78.66	78.66	77.74
R1	78.12	78.12	77.67	78.00
PP	77.84	77.84	77.84	77.78
S1	77.30	77.30	77.51	77.18
S2	77.02	77.02	77.44
S3	76.20	76.48	77.36
S4	75.38	75.66	77.14

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	94.89	91.49	80.46
R3	89.62	86.22	79.01
R2	84.35	84.35	78.53
R1	80.95	80.95	78.04	80.02
PP	79.08	79.08	79.08	78.61
S1	75.68	75.68	77.08	74.75
S2	73.81	73.81	76.59
S3	68.54	70.41	76.11
S4	63.27	65.14	74.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.02	77.20	3.82	4.9%	1.10	1.4%	10%	False	False	2,983
10	84.95	77.20	7.75	10.0%	1.12	1.4%	5%	False	False	3,017
20	85.15	77.20	7.95	10.2%	1.07	1.4%	5%	False	False	2,488

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.09
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	81.86
2.618	80.52
1.618	79.70
1.000	79.19
0.618	78.88
HIGH	78.37
0.618	78.06
0.500	77.96
0.382	77.86
LOW	77.55
0.618	77.04
1.000	76.73
1.618	76.22
2.618	75.40
4.250	74.07

Fisher Pivots for day following 15-Dec-2009
Pivot	1 day	3 day
R1	77.96	77.82
PP	77.84	77.74
S1	77.71	77.67

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