NYMEX Light Sweet Crude Oil Future January 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 77.35 77.90 0.55 0.7% 77.80
High 79.04 78.59 -0.45 -0.6% 79.92
Low 77.01 76.22 -0.79 -1.0% 72.39
Close 78.37 76.60 -1.77 -2.3% 76.05
Range 2.03 2.37 0.34 16.7% 7.53
ATR 2.59 2.58 -0.02 -0.6% 0.00
Volume 358,538 310,483 -48,055 -13.4% 1,396,354
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.25 82.79 77.90
R3 81.88 80.42 77.25
R2 79.51 79.51 77.03
R1 78.05 78.05 76.82 77.60
PP 77.14 77.14 77.14 76.91
S1 75.68 75.68 76.38 75.23
S2 74.77 74.77 76.17
S3 72.40 73.31 75.95
S4 70.03 70.94 75.30
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 8.7% 3.08 4.0% 63% False False 344,158
10 80.88 72.39 8.49 11.1% 2.67 3.5% 50% False False 300,891
20 81.67 72.39 9.28 12.1% 2.48 3.2% 45% False False 210,710
40 82.58 69.65 12.93 16.9% 2.46 3.2% 54% False False 140,511
60 82.58 66.10 16.48 21.5% 2.40 3.1% 64% False False 103,057
80 82.58 66.10 16.48 21.5% 2.37 3.1% 64% False False 80,026
100 82.58 63.75 18.83 24.6% 2.28 3.0% 68% False False 65,830
120 82.58 63.01 19.57 25.5% 2.19 2.9% 69% False False 55,695
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 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.66
2.618 84.79
1.618 82.42
1.000 80.96
0.618 80.05
HIGH 78.59
0.618 77.68
0.500 77.41
0.382 77.13
LOW 76.22
0.618 74.76
1.000 73.85
1.618 72.39
2.618 70.02
4.250 66.15
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 77.41 77.09
PP 77.14 76.92
S1 76.87 76.76

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

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