NYMEX Light Sweet Crude Oil Future May 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 81.25 81.58 0.33 0.4% 80.74
High 82.52 82.18 -0.34 -0.4% 82.61
Low 80.71 80.93 0.22 0.3% 77.01
Close 81.25 81.58 0.33 0.4% 80.15
Range 1.81 1.25 -0.56 -30.9% 5.60
ATR 1.99 1.94 -0.05 -2.7% 0.00
Volume 11,698 12,420 722 6.2% 33,223
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 85.31 84.70 82.27
R3 84.06 83.45 81.92
R2 82.81 82.81 81.81
R1 82.20 82.20 81.69 82.21
PP 81.56 81.56 81.56 81.57
S1 80.95 80.95 81.47 80.96
S2 80.31 80.31 81.35
S3 79.06 79.70 81.24
S4 77.81 78.45 80.89
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 7.4% 2.12 2.6% 76% False False 10,706
10 83.05 77.01 6.04 7.4% 2.00 2.4% 76% False False 8,393
20 83.45 77.01 6.44 7.9% 1.84 2.3% 71% False False 6,961
40 84.42 72.75 11.67 14.3% 1.70 2.1% 76% False False 5,935
60 84.42 68.84 15.58 19.1% 1.46 1.8% 82% False False 5,119
80 84.42 68.84 15.58 19.1% 1.25 1.5% 82% False False 4,370
100 84.42 67.39 17.03 20.9% 1.14 1.4% 83% False False 3,903
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 87.49
2.618 85.45
1.618 84.20
1.000 83.43
0.618 82.95
HIGH 82.18
0.618 81.70
0.500 81.56
0.382 81.41
LOW 80.93
0.618 80.16
1.000 79.68
1.618 78.91
2.618 77.66
4.250 75.62
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 81.57 81.88
PP 81.56 81.78
S1 81.56 81.68

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

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