NYMEX Light Sweet Crude Oil Future March 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 80.73 79.40 -1.33 -1.6% 79.63
High 81.10 80.50 -0.60 -0.7% 81.53
Low 78.94 78.75 -0.19 -0.2% 74.88
Close 79.45 79.65 0.20 0.3% 78.50
Range 2.16 1.75 -0.41 -19.0% 6.65
ATR 2.41 2.36 -0.05 -2.0% 0.00
Volume 45,555 46,839 1,284 2.8% 168,787
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.88 84.02 80.61
R3 83.13 82.27 80.13
R2 81.38 81.38 79.97
R1 80.52 80.52 79.81 80.95
PP 79.63 79.63 79.63 79.85
S1 78.77 78.77 79.49 79.20
S2 77.88 77.88 79.33
S3 76.13 77.02 79.17
S4 74.38 75.27 78.69
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 8.3% 2.74 3.4% 72% False False 43,535
10 81.86 74.88 6.98 8.8% 2.49 3.1% 68% False False 38,670
20 82.39 74.88 7.51 9.4% 2.32 2.9% 64% False False 28,649
40 83.60 71.20 12.40 15.6% 2.24 2.8% 68% False False 21,238
60 83.60 67.46 16.14 20.3% 2.13 2.7% 76% False False 16,699
80 83.60 67.46 16.14 20.3% 2.07 2.6% 76% False False 13,681
100 83.60 66.51 17.09 21.5% 1.93 2.4% 77% False False 11,724
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 0.37
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 87.94
2.618 85.08
1.618 83.33
1.000 82.25
0.618 81.58
HIGH 80.50
0.618 79.83
0.500 79.63
0.382 79.42
LOW 78.75
0.618 77.67
1.000 77.00
1.618 75.92
2.618 74.17
4.250 71.31
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 79.64 80.14
PP 79.63 79.97
S1 79.63 79.81

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

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