NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 70.78 72.74 1.96 2.8% 75.80
High 73.55 73.13 -0.42 -0.6% 76.10
Low 70.59 71.21 0.62 0.9% 69.46
Close 72.66 72.65 -0.01 0.0% 69.87
Range 2.96 1.92 -1.04 -35.1% 6.64
ATR 2.41 2.38 -0.04 -1.5% 0.00
Volume 262,945 298,377 35,432 13.5% 2,130,223
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 78.09 77.29 73.71
R3 76.17 75.37 73.18
R2 74.25 74.25 73.00
R1 73.45 73.45 72.83 72.89
PP 72.33 72.33 72.33 72.05
S1 71.53 71.53 72.47 70.97
S2 70.41 70.41 72.30
S3 68.49 69.61 72.12
S4 66.57 67.69 71.59
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 91.73 87.44 73.52
R3 85.09 80.80 71.70
R2 78.45 78.45 71.09
R1 74.16 74.16 70.48 72.99
PP 71.81 71.81 71.81 71.22
S1 67.52 67.52 69.26 66.35
S2 65.17 65.17 68.65
S3 58.53 60.88 68.04
S4 51.89 54.24 66.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.55 68.59 4.96 6.8% 2.02 2.8% 82% False False 316,264
10 77.90 68.59 9.31 12.8% 2.27 3.1% 44% False False 365,567
20 80.40 68.59 11.81 16.3% 2.49 3.4% 34% False False 343,099
40 82.43 68.59 13.84 19.1% 2.46 3.4% 29% False False 224,916
60 82.58 66.10 16.48 22.7% 2.41 3.3% 40% False False 166,208
80 82.58 66.10 16.48 22.7% 2.37 3.3% 40% False False 128,496
100 82.58 66.10 16.48 22.7% 2.34 3.2% 40% False False 104,904
120 82.58 63.01 19.57 26.9% 2.24 3.1% 49% False False 88,625
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.29
2.618 78.16
1.618 76.24
1.000 75.05
0.618 74.32
HIGH 73.13
0.618 72.40
0.500 72.17
0.382 71.94
LOW 71.21
0.618 70.02
1.000 69.29
1.618 68.10
2.618 66.18
4.250 63.05
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 72.49 72.24
PP 72.33 71.84
S1 72.17 71.43

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

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