NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 84.35 84.95 0.60 0.7% 82.67
High 85.15 84.95 -0.20 -0.2% 83.81
Low 84.35 83.38 -0.97 -1.1% 80.14
Close 84.81 83.49 -1.32 -1.6% 82.50
Range 0.80 1.57 0.77 96.3% 3.67
ATR 1.65 1.65 -0.01 -0.4% 0.00
Volume 1,840 3,744 1,904 103.5% 7,994
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 88.65 87.64 84.35
R3 87.08 86.07 83.92
R2 85.51 85.51 83.78
R1 84.50 84.50 83.63 84.22
PP 83.94 83.94 83.94 83.80
S1 82.93 82.93 83.35 82.65
S2 82.37 82.37 83.20
S3 80.80 81.36 83.06
S4 79.23 79.79 82.63
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 93.16 91.50 84.52
R3 89.49 87.83 83.51
R2 85.82 85.82 83.17
R1 84.16 84.16 82.84 83.16
PP 82.15 82.15 82.15 81.65
S1 80.49 80.49 82.16 79.49
S2 78.48 78.48 81.83
S3 74.81 76.82 81.49
S4 71.14 73.15 80.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.15 80.14 5.01 6.0% 1.52 1.8% 67% False False 2,557
10 85.15 80.14 5.01 6.0% 1.18 1.4% 67% False False 2,208
20 85.15 80.14 5.01 6.0% 1.11 1.3% 67% False False 2,430
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.62
2.618 89.06
1.618 87.49
1.000 86.52
0.618 85.92
HIGH 84.95
0.618 84.35
0.500 84.17
0.382 83.98
LOW 83.38
0.618 82.41
1.000 81.81
1.618 80.84
2.618 79.27
4.250 76.71
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 84.17 83.64
PP 83.94 83.59
S1 83.72 83.54

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

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