NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 79.12 78.76 -0.36 -0.5% 78.76
High 81.02 79.36 -1.66 -2.0% 81.52
Low 78.08 77.35 -0.73 -0.9% 77.67
Close 78.72 77.55 -1.17 -1.5% 78.72
Range 2.94 2.01 -0.93 -31.6% 3.85
ATR 2.41 2.38 -0.03 -1.2% 0.00
Volume 54,235 55,510 1,275 2.4% 220,569
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.12 82.84 78.66
R3 82.11 80.83 78.10
R2 80.10 80.10 77.92
R1 78.82 78.82 77.73 78.46
PP 78.09 78.09 78.09 77.90
S1 76.81 76.81 77.37 76.45
S2 76.08 76.08 77.18
S3 74.07 74.80 77.00
S4 72.06 72.79 76.44
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 77.35 4.17 5.4% 2.15 2.8% 5% False True 49,248
10 81.53 74.88 6.65 8.6% 2.55 3.3% 40% False False 44,486
20 82.30 74.88 7.42 9.6% 2.34 3.0% 36% False False 32,104
40 83.60 74.26 9.34 12.0% 2.25 2.9% 35% False False 23,447
60 83.60 67.46 16.14 20.8% 2.13 2.7% 63% False False 18,280
80 83.60 67.46 16.14 20.8% 2.10 2.7% 63% False False 14,979
100 83.60 67.46 16.14 20.8% 1.95 2.5% 63% False False 12,764
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.90
2.618 84.62
1.618 82.61
1.000 81.37
0.618 80.60
HIGH 79.36
0.618 78.59
0.500 78.36
0.382 78.12
LOW 77.35
0.618 76.11
1.000 75.34
1.618 74.10
2.618 72.09
4.250 68.81
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 78.36 79.19
PP 78.09 78.64
S1 77.82 78.10

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

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