NYMEX Light Sweet Crude Oil Future April 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 80.44 80.65 0.21 0.3% 80.66
High 82.00 81.49 -0.51 -0.6% 82.17
Low 79.95 79.90 -0.05 -0.1% 76.29
Close 80.44 80.76 0.32 0.4% 79.38
Range 2.05 1.59 -0.46 -22.4% 5.88
ATR 2.20 2.16 -0.04 -2.0% 0.00
Volume 16,111 18,449 2,338 14.5% 52,272
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 85.49 84.71 81.63
R3 83.90 83.12 81.20
R2 82.31 82.31 81.05
R1 81.53 81.53 80.91 81.92
PP 80.72 80.72 80.72 80.91
S1 79.94 79.94 80.61 80.33
S2 79.13 79.13 80.47
S3 77.54 78.35 80.32
S4 75.95 76.76 79.89
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% 2.45 3.0% 75% False False 16,146
10 82.30 76.29 6.01 7.4% 2.27 2.8% 74% False False 13,149
20 82.99 76.29 6.70 8.3% 2.09 2.6% 67% False False 9,926
40 84.09 71.85 12.24 15.2% 2.02 2.5% 73% False False 7,911
60 84.09 68.38 15.71 19.5% 1.83 2.3% 79% False False 6,593
80 84.09 68.38 15.71 19.5% 1.62 2.0% 79% False False 5,519
100 84.09 67.19 16.90 20.9% 1.48 1.8% 80% False False 4,864
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 0.72
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 88.25
2.618 85.65
1.618 84.06
1.000 83.08
0.618 82.47
HIGH 81.49
0.618 80.88
0.500 80.70
0.382 80.51
LOW 79.90
0.618 78.92
1.000 78.31
1.618 77.33
2.618 75.74
4.250 73.14
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 80.74 81.09
PP 80.72 80.98
S1 80.70 80.87

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

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