NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 76.05 77.35 1.30 1.7% 77.80
High 78.00 79.04 1.04 1.3% 79.92
Low 75.13 77.01 1.88 2.5% 72.39
Close 77.28 78.37 1.09 1.4% 76.05
Range 2.87 2.03 -0.84 -29.3% 7.53
ATR 2.64 2.59 -0.04 -1.6% 0.00
Volume 301,347 358,538 57,191 19.0% 1,396,354
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.23 83.33 79.49
R3 82.20 81.30 78.93
R2 80.17 80.17 78.74
R1 79.27 79.27 78.56 79.72
PP 78.14 78.14 78.14 78.37
S1 77.24 77.24 78.18 77.69
S2 76.11 76.11 78.00
S3 74.08 75.21 77.81
S4 72.05 73.18 77.25
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 98.71 94.91 80.19
R3 91.18 87.38 78.12
R2 83.65 83.65 77.43
R1 79.85 79.85 76.74 77.99
PP 76.12 76.12 76.12 75.19
S1 72.32 72.32 75.36 70.46
S2 68.59 68.59 74.67
S3 61.06 64.79 73.98
S4 53.53 57.26 71.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.04 72.39 6.65 8.5% 3.05 3.9% 90% True False 358,639
10 80.88 72.39 8.49 10.8% 2.59 3.3% 70% False False 285,698
20 81.67 72.39 9.28 11.8% 2.52 3.2% 64% False False 199,077
40 82.58 69.65 12.93 16.5% 2.45 3.1% 67% False False 133,968
60 82.58 66.10 16.48 21.0% 2.42 3.1% 74% False False 98,101
80 82.58 66.10 16.48 21.0% 2.35 3.0% 74% False False 76,248
100 82.58 63.01 19.57 25.0% 2.27 2.9% 78% False False 62,794
120 82.58 63.01 19.57 25.0% 2.18 2.8% 78% False False 53,129
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 0.51
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 87.67
2.618 84.35
1.618 82.32
1.000 81.07
0.618 80.29
HIGH 79.04
0.618 78.26
0.500 78.03
0.382 77.79
LOW 77.01
0.618 75.76
1.000 74.98
1.618 73.73
2.618 71.70
4.250 68.38
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 78.26 77.49
PP 78.14 76.60
S1 78.03 75.72

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

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