NYMEX Light Sweet Crude Oil Future February 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 79.39 78.24 -1.15 -1.4% 78.56
High 79.97 79.12 -0.85 -1.1% 80.77
Low 77.71 77.29 -0.42 -0.5% 73.73
Close 78.17 78.21 0.04 0.1% 77.36
Range 2.26 1.83 -0.43 -19.0% 7.04
ATR 2.49 2.44 -0.05 -1.9% 0.00
Volume 103,149 108,613 5,464 5.3% 423,601
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 83.70 82.78 79.22
R3 81.87 80.95 78.71
R2 80.04 80.04 78.55
R1 79.12 79.12 78.38 78.67
PP 78.21 78.21 78.21 77.98
S1 77.29 77.29 78.04 76.84
S2 76.38 76.38 77.87
S3 74.55 75.46 77.71
S4 72.72 73.63 77.20
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 98.41 94.92 81.23
R3 91.37 87.88 79.30
R2 84.33 84.33 78.65
R1 80.84 80.84 78.01 79.07
PP 77.29 77.29 77.29 76.40
S1 73.80 73.80 76.71 72.03
S2 70.25 70.25 76.07
S3 63.21 66.76 75.42
S4 56.17 59.72 73.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.40 73.73 6.67 8.5% 2.84 3.6% 67% False False 96,090
10 81.10 73.73 7.37 9.4% 2.59 3.3% 61% False False 89,304
20 81.78 73.73 8.05 10.3% 2.40 3.1% 56% False False 60,725
40 83.19 70.74 12.45 15.9% 2.35 3.0% 60% False False 41,744
60 83.19 66.82 16.37 20.9% 2.25 2.9% 70% False False 31,294
80 83.19 66.82 16.37 20.9% 2.13 2.7% 70% False False 24,818
100 83.19 65.71 17.48 22.4% 1.98 2.5% 72% False False 20,875
120 83.19 63.61 19.58 25.0% 1.81 2.3% 75% False False 17,881
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 0.58
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 86.90
2.618 83.91
1.618 82.08
1.000 80.95
0.618 80.25
HIGH 79.12
0.618 78.42
0.500 78.21
0.382 77.99
LOW 77.29
0.618 76.16
1.000 75.46
1.618 74.33
2.618 72.50
4.250 69.51
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 78.21 78.85
PP 78.21 78.63
S1 78.21 78.42

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

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