NYMEX Light Sweet Crude Oil Future May 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 80.65 82.60 1.95 2.4% 80.74
High 82.00 83.05 1.05 1.3% 82.61
Low 80.00 81.53 1.53 1.9% 77.01
Close 81.52 82.60 1.08 1.3% 80.15
Range 2.00 1.52 -0.48 -24.0% 5.60
ATR 2.04 2.00 -0.04 -1.8% 0.00
Volume 10,924 6,918 -4,006 -36.7% 33,223
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 86.95 86.30 83.44
R3 85.43 84.78 83.02
R2 83.91 83.91 82.88
R1 83.26 83.26 82.74 83.36
PP 82.39 82.39 82.39 82.45
S1 81.74 81.74 82.46 81.84
S2 80.87 80.87 82.32
S3 79.35 80.22 82.18
S4 77.83 78.70 81.76
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 96.72 94.04 83.23
R3 91.12 88.44 81.69
R2 85.52 85.52 81.18
R1 82.84 82.84 80.66 81.38
PP 79.92 79.92 79.92 79.20
S1 77.24 77.24 79.64 75.78
S2 74.32 74.32 79.12
S3 68.72 71.64 78.61
S4 63.12 66.04 77.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.05 77.01 6.04 7.3% 2.29 2.8% 93% True False 9,183
10 83.45 77.01 6.44 7.8% 1.97 2.4% 87% False False 6,697
20 83.67 77.01 6.66 8.1% 1.89 2.3% 84% False False 6,270
40 84.42 71.93 12.49 15.1% 1.69 2.0% 85% False False 5,465
60 84.42 68.84 15.58 18.9% 1.42 1.7% 88% False False 4,786
80 84.42 68.84 15.58 18.9% 1.22 1.5% 88% False False 4,101
100 84.42 65.75 18.67 22.6% 1.11 1.3% 90% False False 3,712
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 0.41
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 89.51
2.618 87.03
1.618 85.51
1.000 84.57
0.618 83.99
HIGH 83.05
0.618 82.47
0.500 82.29
0.382 82.11
LOW 81.53
0.618 80.59
1.000 80.01
1.618 79.07
2.618 77.55
4.250 75.07
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 82.50 81.74
PP 82.39 80.89
S1 82.29 80.03

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

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