NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 77.77 78.43 0.66 0.8% 77.02
High 77.59 78.92 1.33 1.7% 78.92
Low 77.31 78.75 1.44 1.9% 76.35
Close 77.77 78.43 0.66 0.8% 78.43
Range 0.28 0.17 -0.11 -39.3% 2.57
ATR 1.31 1.30 -0.01 -0.9% 0.00
Volume 2,336 1,433 -903 -38.7% 9,074
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 79.21 78.99 78.52
R3 79.04 78.82 78.48
R2 78.87 78.87 78.46
R1 78.65 78.65 78.45 78.52
PP 78.70 78.70 78.70 78.63
S1 78.48 78.48 78.41 78.35
S2 78.53 78.53 78.40
S3 78.36 78.31 78.38
S4 78.19 78.14 78.34
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 85.61 84.59 79.84
R3 83.04 82.02 79.14
R2 80.47 80.47 78.90
R1 79.45 79.45 78.67 79.96
PP 77.90 77.90 77.90 78.16
S1 76.88 76.88 78.19 77.39
S2 75.33 75.33 77.96
S3 72.76 74.31 77.72
S4 70.19 71.74 77.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.92 76.35 2.57 3.3% 0.49 0.6% 81% True False 1,814
10 82.22 76.35 5.87 7.5% 0.86 1.1% 35% False False 2,368
20 84.67 76.35 8.32 10.6% 0.90 1.1% 25% False False 2,480
40 84.75 76.35 8.40 10.7% 0.83 1.1% 25% False False 2,259
60 84.95 70.69 14.26 18.2% 0.81 1.0% 54% False False 2,081
80 84.95 70.69 14.26 18.2% 0.75 1.0% 54% False False 1,882
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.64
2.618 79.37
1.618 79.20
1.000 79.09
0.618 79.03
HIGH 78.92
0.618 78.86
0.500 78.84
0.382 78.81
LOW 78.75
0.618 78.64
1.000 78.58
1.618 78.47
2.618 78.30
4.250 78.03
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 78.84 78.33
PP 78.70 78.22
S1 78.57 78.12

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

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