NYMEX Light Sweet Crude Oil Future April 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 80.12 80.14 0.02 0.0% 79.84
High 81.96 80.40 -1.56 -1.9% 82.28
Low 79.25 78.64 -0.61 -0.8% 78.64
Close 79.84 78.75 -1.09 -1.4% 79.84
Range 2.71 1.76 -0.95 -35.1% 3.64
ATR 2.20 2.17 -0.03 -1.4% 0.00
Volume 20,574 17,105 -3,469 -16.9% 84,497
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.54 83.41 79.72
R3 82.78 81.65 79.23
R2 81.02 81.02 79.07
R1 79.89 79.89 78.91 79.58
PP 79.26 79.26 79.26 79.11
S1 78.13 78.13 78.59 77.82
S2 77.50 77.50 78.43
S3 75.74 76.37 78.27
S4 73.98 74.61 77.78
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% 1.95 2.5% 3% False True 17,530
10 82.28 76.29 5.99 7.6% 2.32 2.9% 41% False False 15,387
20 82.99 76.29 6.70 8.5% 2.11 2.7% 37% False False 10,934
40 84.09 75.37 8.72 11.1% 2.03 2.6% 39% False False 8,667
60 84.09 68.38 15.71 19.9% 1.84 2.3% 66% False False 7,109
80 84.09 68.38 15.71 19.9% 1.66 2.1% 66% False False 5,938
100 84.09 68.38 15.71 19.9% 1.51 1.9% 66% False False 5,218
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 0.71
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.88
2.618 85.01
1.618 83.25
1.000 82.16
0.618 81.49
HIGH 80.40
0.618 79.73
0.500 79.52
0.382 79.31
LOW 78.64
0.618 77.55
1.000 76.88
1.618 75.79
2.618 74.03
4.250 71.16
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 79.52 80.30
PP 79.26 79.78
S1 79.01 79.27

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

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