NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 80.46 80.37 -0.09 -0.1% 82.52
High 82.25 80.37 -1.88 -2.3% 83.36
Low 80.32 79.27 -1.05 -1.3% 79.27
Close 80.46 79.81 -0.65 -0.8% 79.81
Range 1.93 1.10 -0.83 -43.0% 4.09
ATR 1.85 1.80 -0.05 -2.6% 0.00
Volume 4,083 8,325 4,242 103.9% 28,959
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 83.12 82.56 80.42
R3 82.02 81.46 80.11
R2 80.92 80.92 80.01
R1 80.36 80.36 79.91 80.09
PP 79.82 79.82 79.82 79.68
S1 79.26 79.26 79.71 78.99
S2 78.72 78.72 79.61
S3 77.62 78.16 79.51
S4 76.52 77.06 79.21
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 93.08 90.54 82.06
R3 88.99 86.45 80.93
R2 84.90 84.90 80.56
R1 82.36 82.36 80.18 81.59
PP 80.81 80.81 80.81 80.43
S1 78.27 78.27 79.44 77.50
S2 76.72 76.72 79.06
S3 72.63 74.18 78.69
S4 68.54 70.09 77.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.36 79.27 4.09 5.1% 1.62 2.0% 13% False True 5,791
10 83.67 79.27 4.40 5.5% 1.78 2.2% 12% False True 5,942
20 84.42 79.27 5.15 6.5% 1.73 2.2% 10% False True 5,475
40 84.42 68.84 15.58 19.5% 1.47 1.8% 70% False False 4,779
60 84.42 68.84 15.58 19.5% 1.14 1.4% 70% False False 3,991
80 84.42 68.84 15.58 19.5% 1.04 1.3% 70% False False 3,508
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 0.32
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 85.05
2.618 83.25
1.618 82.15
1.000 81.47
0.618 81.05
HIGH 80.37
0.618 79.95
0.500 79.82
0.382 79.69
LOW 79.27
0.618 78.59
1.000 78.17
1.618 77.49
2.618 76.39
4.250 74.60
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 79.82 81.12
PP 79.82 80.68
S1 79.81 80.25

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

View Archives - Comment on this page... - Back to Index of Symbols