NYMEX Light Sweet Crude Oil Future March 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 78.76 79.77 1.01 1.3% 79.63
High 80.54 81.52 0.98 1.2% 81.53
Low 77.67 79.64 1.97 2.5% 74.88
Close 79.84 80.94 1.10 1.4% 78.50
Range 2.87 1.88 -0.99 -34.5% 6.65
ATR 2.47 2.43 -0.04 -1.7% 0.00
Volume 29,838 44,102 14,264 47.8% 168,787
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 86.34 85.52 81.97
R3 84.46 83.64 81.46
R2 82.58 82.58 81.28
R1 81.76 81.76 81.11 82.17
PP 80.70 80.70 80.70 80.91
S1 79.88 79.88 80.77 80.29
S2 78.82 78.82 80.60
S3 76.94 78.00 80.42
S4 75.06 76.12 79.91
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 98.25 95.03 82.16
R3 91.60 88.38 80.33
R2 84.95 84.95 79.72
R1 81.73 81.73 79.11 80.02
PP 78.30 78.30 78.30 77.45
S1 75.08 75.08 77.89 73.37
S2 71.65 71.65 77.28
S3 65.00 68.43 76.67
S4 58.35 61.78 74.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.52 74.88 6.64 8.2% 2.81 3.5% 91% True False 44,526
10 82.30 74.88 7.42 9.2% 2.44 3.0% 82% False False 33,308
20 82.81 74.88 7.93 9.8% 2.37 2.9% 76% False False 26,181
40 83.60 70.76 12.84 15.9% 2.23 2.8% 79% False False 19,461
60 83.60 67.46 16.14 19.9% 2.14 2.6% 84% False False 15,373
80 83.60 67.46 16.14 19.9% 2.05 2.5% 84% False False 12,570
100 83.60 64.26 19.34 23.9% 1.91 2.4% 86% False False 10,870
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 0.34
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 89.51
2.618 86.44
1.618 84.56
1.000 83.40
0.618 82.68
HIGH 81.52
0.618 80.80
0.500 80.58
0.382 80.36
LOW 79.64
0.618 78.48
1.000 77.76
1.618 76.60
2.618 74.72
4.250 71.65
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 80.82 80.03
PP 80.70 79.11
S1 80.58 78.20

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

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