NYMEX Light Sweet Crude Oil Future May 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 81.58 80.69 -0.89 -1.1% 80.65
High 82.18 82.72 0.54 0.7% 83.05
Low 80.93 80.18 -0.75 -0.9% 80.00
Close 81.58 80.69 -0.89 -1.1% 80.69
Range 1.25 2.54 1.29 103.2% 3.05
ATR 1.94 1.98 0.04 2.2% 0.00
Volume 12,420 13,928 1,508 12.1% 55,888
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 88.82 87.29 82.09
R3 86.28 84.75 81.39
R2 83.74 83.74 81.16
R1 82.21 82.21 80.92 81.96
PP 81.20 81.20 81.20 81.07
S1 79.67 79.67 80.46 79.42
S2 78.66 78.66 80.22
S3 76.12 77.13 79.99
S4 73.58 74.59 79.29
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 90.40 88.59 82.37
R3 87.35 85.54 81.53
R2 84.30 84.30 81.25
R1 82.49 82.49 80.97 83.40
PP 81.25 81.25 81.25 81.70
S1 79.44 79.44 80.41 80.35
S2 78.20 78.20 80.13
S3 75.15 76.39 79.85
S4 72.10 73.34 79.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.05 80.00 3.05 3.8% 1.82 2.3% 23% False False 11,177
10 83.05 77.01 6.04 7.5% 2.05 2.5% 61% False False 9,352
20 83.45 77.01 6.44 8.0% 1.95 2.4% 57% False False 7,260
40 84.42 73.96 10.46 13.0% 1.72 2.1% 64% False False 6,217
60 84.42 68.84 15.58 19.3% 1.50 1.9% 76% False False 5,282
80 84.42 68.84 15.58 19.3% 1.28 1.6% 76% False False 4,528
100 84.42 68.50 15.92 19.7% 1.15 1.4% 77% False False 4,033
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 93.52
2.618 89.37
1.618 86.83
1.000 85.26
0.618 84.29
HIGH 82.72
0.618 81.75
0.500 81.45
0.382 81.15
LOW 80.18
0.618 78.61
1.000 77.64
1.618 76.07
2.618 73.53
4.250 69.39
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 81.45 81.45
PP 81.20 81.20
S1 80.94 80.94

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

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