NYMEX Light Sweet Crude Oil Future March 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 79.77 80.73 0.96 1.2% 79.63
High 81.52 81.10 -0.42 -0.5% 81.53
Low 79.64 78.94 -0.70 -0.9% 74.88
Close 80.94 79.45 -1.49 -1.8% 78.50
Range 1.88 2.16 0.28 14.9% 6.65
ATR 2.43 2.41 -0.02 -0.8% 0.00
Volume 44,102 45,555 1,453 3.3% 168,787
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 86.31 85.04 80.64
R3 84.15 82.88 80.04
R2 81.99 81.99 79.85
R1 80.72 80.72 79.65 80.28
PP 79.83 79.83 79.83 79.61
S1 78.56 78.56 79.25 78.12
S2 77.67 77.67 79.05
S3 75.51 76.40 78.86
S4 73.35 74.24 78.26
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 8.4% 2.86 3.6% 69% False False 45,639
10 82.30 74.88 7.42 9.3% 2.49 3.1% 62% False False 36,001
20 82.81 74.88 7.93 10.0% 2.32 2.9% 58% False False 27,395
40 83.60 70.76 12.84 16.2% 2.25 2.8% 68% False False 20,334
60 83.60 67.46 16.14 20.3% 2.12 2.7% 74% False False 16,013
80 83.60 67.46 16.14 20.3% 2.07 2.6% 74% False False 13,117
100 83.60 65.05 18.55 23.3% 1.92 2.4% 78% False False 11,278
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.28
2.618 86.75
1.618 84.59
1.000 83.26
0.618 82.43
HIGH 81.10
0.618 80.27
0.500 80.02
0.382 79.77
LOW 78.94
0.618 77.61
1.000 76.78
1.618 75.45
2.618 73.29
4.250 69.76
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 80.02 79.60
PP 79.83 79.55
S1 79.64 79.50

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

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