NYMEX Light Sweet Crude Oil Future April 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 79.84 81.84 2.00 2.5% 80.66
High 81.36 82.28 0.92 1.1% 82.17
Low 78.64 80.64 2.00 2.5% 76.29
Close 80.74 81.84 1.10 1.4% 79.38
Range 2.72 1.64 -1.08 -39.7% 5.88
ATR 2.26 2.22 -0.04 -2.0% 0.00
Volume 13,951 15,412 1,461 10.5% 52,272
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 86.51 85.81 82.74
R3 84.87 84.17 82.29
R2 83.23 83.23 82.14
R1 82.53 82.53 81.99 82.66
PP 81.59 81.59 81.59 81.65
S1 80.89 80.89 81.69 81.02
S2 79.95 79.95 81.54
S3 78.31 79.25 81.39
S4 76.67 77.61 80.94
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 96.92 94.03 82.61
R3 91.04 88.15 81.00
R2 85.16 85.16 80.46
R1 82.27 82.27 79.92 80.78
PP 79.28 79.28 79.28 78.53
S1 76.39 76.39 78.84 74.90
S2 73.40 73.40 78.30
S3 67.52 70.51 77.76
S4 61.64 64.63 76.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.28 76.29 5.99 7.3% 2.55 3.1% 93% True False 14,827
10 82.99 76.29 6.70 8.2% 2.17 2.7% 83% False False 10,862
20 83.20 76.29 6.91 8.4% 2.12 2.6% 80% False False 8,936
40 84.09 71.19 12.90 15.8% 2.00 2.4% 83% False False 7,217
60 84.09 68.38 15.71 19.2% 1.80 2.2% 86% False False 6,067
80 84.09 68.38 15.71 19.2% 1.61 2.0% 86% False False 5,119
100 84.09 65.05 19.04 23.3% 1.44 1.8% 88% False False 4,580
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 0.71
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 89.25
2.618 86.57
1.618 84.93
1.000 83.92
0.618 83.29
HIGH 82.28
0.618 81.65
0.500 81.46
0.382 81.27
LOW 80.64
0.618 79.63
1.000 79.00
1.618 77.99
2.618 76.35
4.250 73.67
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 81.71 80.99
PP 81.59 80.14
S1 81.46 79.29

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

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