NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 79.40 79.12 -0.28 -0.4% 78.76
High 80.50 81.02 0.52 0.6% 81.52
Low 78.75 78.08 -0.67 -0.9% 77.67
Close 79.65 78.72 -0.93 -1.2% 78.72
Range 1.75 2.94 1.19 68.0% 3.85
ATR 2.36 2.41 0.04 1.7% 0.00
Volume 46,839 54,235 7,396 15.8% 220,569
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 88.09 86.35 80.34
R3 85.15 83.41 79.53
R2 82.21 82.21 79.26
R1 80.47 80.47 78.99 79.87
PP 79.27 79.27 79.27 78.98
S1 77.53 77.53 78.45 76.93
S2 76.33 76.33 78.18
S3 73.39 74.59 77.91
S4 70.45 71.65 77.10
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 90.85 88.64 80.84
R3 87.00 84.79 79.78
R2 83.15 83.15 79.43
R1 80.94 80.94 79.07 80.12
PP 79.30 79.30 79.30 78.90
S1 77.09 77.09 78.37 76.27
S2 75.45 75.45 78.01
S3 71.60 73.24 77.66
S4 67.75 69.39 76.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.52 77.67 3.85 4.9% 2.32 2.9% 27% False False 44,113
10 81.53 74.88 6.65 8.4% 2.52 3.2% 58% False False 41,539
20 82.30 74.88 7.42 9.4% 2.41 3.1% 52% False False 30,167
40 83.60 72.80 10.80 13.7% 2.24 2.8% 55% False False 22,328
60 83.60 67.46 16.14 20.5% 2.16 2.7% 70% False False 17,451
80 83.60 67.46 16.14 20.5% 2.10 2.7% 70% False False 14,330
100 83.60 67.31 16.29 20.7% 1.94 2.5% 70% False False 12,246
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 93.52
2.618 88.72
1.618 85.78
1.000 83.96
0.618 82.84
HIGH 81.02
0.618 79.90
0.500 79.55
0.382 79.20
LOW 78.08
0.618 76.26
1.000 75.14
1.618 73.32
2.618 70.38
4.250 65.59
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 79.55 79.59
PP 79.27 79.30
S1 79.00 79.01

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

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