NYMEX Light Sweet Crude Oil Future April 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 80.65 80.12 -0.53 -0.7% 79.84
High 81.49 81.96 0.47 0.6% 82.28
Low 79.90 79.25 -0.65 -0.8% 78.64
Close 80.76 79.84 -0.92 -1.1% 79.84
Range 1.59 2.71 1.12 70.4% 3.64
ATR 2.16 2.20 0.04 1.8% 0.00
Volume 18,449 20,574 2,125 11.5% 84,497
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 88.48 86.87 81.33
R3 85.77 84.16 80.59
R2 83.06 83.06 80.34
R1 81.45 81.45 80.09 80.90
PP 80.35 80.35 80.35 80.08
S1 78.74 78.74 79.59 78.19
S2 77.64 77.64 79.34
S3 74.93 76.03 79.09
S4 72.22 73.32 78.35
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 91.17 89.15 81.84
R3 87.53 85.51 80.84
R2 83.89 83.89 80.51
R1 81.87 81.87 80.17 81.66
PP 80.25 80.25 80.25 80.15
S1 78.23 78.23 79.51 78.02
S2 76.61 76.61 79.17
S3 72.97 74.59 78.84
S4 69.33 70.95 77.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.28 78.64 3.64 4.6% 2.14 2.7% 33% False False 16,899
10 82.28 76.29 5.99 7.5% 2.30 2.9% 59% False False 14,431
20 82.99 76.29 6.70 8.4% 2.19 2.7% 53% False False 10,501
40 84.09 73.58 10.51 13.2% 2.01 2.5% 60% False False 8,341
60 84.09 68.38 15.71 19.7% 1.86 2.3% 73% False False 6,871
80 84.09 68.38 15.71 19.7% 1.65 2.1% 73% False False 5,750
100 84.09 68.16 15.93 20.0% 1.50 1.9% 73% False False 5,059
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.75
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 93.48
2.618 89.05
1.618 86.34
1.000 84.67
0.618 83.63
HIGH 81.96
0.618 80.92
0.500 80.61
0.382 80.29
LOW 79.25
0.618 77.58
1.000 76.54
1.618 74.87
2.618 72.16
4.250 67.73
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 80.61 80.63
PP 80.35 80.36
S1 80.10 80.10

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

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