NYMEX Light Sweet Crude Oil Future April 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 81.84 80.44 -1.40 -1.7% 80.66
High 82.28 82.00 -0.28 -0.3% 82.17
Low 80.64 79.95 -0.69 -0.9% 76.29
Close 81.84 80.44 -1.40 -1.7% 79.38
Range 1.64 2.05 0.41 25.0% 5.88
ATR 2.22 2.20 -0.01 -0.5% 0.00
Volume 15,412 16,111 699 4.5% 52,272
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 86.95 85.74 81.57
R3 84.90 83.69 81.00
R2 82.85 82.85 80.82
R1 81.64 81.64 80.63 81.47
PP 80.80 80.80 80.80 80.71
S1 79.59 79.59 80.25 79.42
S2 78.75 78.75 80.06
S3 76.70 77.54 79.88
S4 74.65 75.49 79.31
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 7.4% 2.61 3.2% 69% False False 15,781
10 82.99 76.29 6.70 8.3% 2.24 2.8% 62% False False 11,846
20 83.20 76.29 6.91 8.6% 2.08 2.6% 60% False False 9,428
40 84.09 71.19 12.90 16.0% 2.02 2.5% 72% False False 7,535
60 84.09 68.38 15.71 19.5% 1.82 2.3% 77% False False 6,310
80 84.09 68.38 15.71 19.5% 1.63 2.0% 77% False False 5,303
100 84.09 65.71 18.38 22.8% 1.46 1.8% 80% False False 4,703
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 0.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.71
2.618 87.37
1.618 85.32
1.000 84.05
0.618 83.27
HIGH 82.00
0.618 81.22
0.500 80.98
0.382 80.73
LOW 79.95
0.618 78.68
1.000 77.90
1.618 76.63
2.618 74.58
4.250 71.24
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 80.98 80.46
PP 80.80 80.45
S1 80.62 80.45

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

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