NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
28-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 82.68 82.82 0.14 0.2% 78.13
High 82.66 83.03 0.37 0.4% 81.81
Low 82.56 82.64 0.08 0.1% 77.51
Close 82.68 82.82 0.14 0.2% 81.85
Range 0.10 0.39 0.29 290.0% 4.30
ATR 1.31 1.24 -0.07 -5.0% 0.00
Volume 515 1,173 658 127.8% 9,313
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.00 83.80 83.03
R3 83.61 83.41 82.93
R2 83.22 83.22 82.89
R1 83.02 83.02 82.86 83.02
PP 82.83 82.83 82.83 82.83
S1 82.63 82.63 82.78 82.63
S2 82.44 82.44 82.75
S3 82.05 82.24 82.71
S4 81.66 81.85 82.61
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 93.29 91.87 84.22
R3 88.99 87.57 83.03
R2 84.69 84.69 82.64
R1 83.27 83.27 82.24 83.98
PP 80.39 80.39 80.39 80.75
S1 78.97 78.97 81.46 79.68
S2 76.09 76.09 81.06
S3 71.79 74.67 80.67
S4 67.49 70.37 79.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.03 77.51 5.52 6.7% 1.07 1.3% 96% True False 1,398
10 83.03 77.51 5.52 6.7% 0.83 1.0% 96% True False 2,200
20 85.15 77.20 7.95 9.6% 0.97 1.2% 71% False False 2,612
40 85.15 77.20 7.95 9.6% 1.04 1.3% 71% False False 2,498
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.69
2.618 84.05
1.618 83.66
1.000 83.42
0.618 83.27
HIGH 83.03
0.618 82.88
0.500 82.84
0.382 82.79
LOW 82.64
0.618 82.40
1.000 82.25
1.618 82.01
2.618 81.62
4.250 80.98
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 82.84 82.44
PP 82.83 82.05
S1 82.83 81.67

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

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