NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 77.90 76.51 -1.39 -1.8% 77.80
High 78.59 77.50 -1.09 -1.4% 79.92
Low 76.22 75.54 -0.68 -0.9% 72.39
Close 76.60 76.46 -0.14 -0.2% 76.05
Range 2.37 1.96 -0.41 -17.3% 7.53
ATR 2.58 2.53 -0.04 -1.7% 0.00
Volume 310,483 340,897 30,414 9.8% 1,396,354
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 82.38 81.38 77.54
R3 80.42 79.42 77.00
R2 78.46 78.46 76.82
R1 77.46 77.46 76.64 76.98
PP 76.50 76.50 76.50 76.26
S1 75.50 75.50 76.28 75.02
S2 74.54 74.54 76.10
S3 72.58 73.54 75.92
S4 70.62 71.58 75.38
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% 2.96 3.9% 61% False False 329,730
10 80.40 72.39 8.01 10.5% 2.70 3.5% 51% False False 320,631
20 81.17 72.39 8.78 11.5% 2.49 3.3% 46% False False 223,649
40 82.58 70.07 12.51 16.4% 2.44 3.2% 51% False False 147,534
60 82.58 66.10 16.48 21.6% 2.40 3.1% 63% False False 108,448
80 82.58 66.10 16.48 21.6% 2.37 3.1% 63% False False 84,207
100 82.58 65.11 17.47 22.8% 2.28 3.0% 65% False False 69,188
120 82.58 63.01 19.57 25.6% 2.19 2.9% 69% False False 58,517
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.53
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 85.83
2.618 82.63
1.618 80.67
1.000 79.46
0.618 78.71
HIGH 77.50
0.618 76.75
0.500 76.52
0.382 76.29
LOW 75.54
0.618 74.33
1.000 73.58
1.618 72.37
2.618 70.41
4.250 67.21
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 76.52 77.29
PP 76.50 77.01
S1 76.48 76.74

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

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