NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 78.06 75.68 -2.38 -3.0% 80.65
High 80.00 78.85 -1.15 -1.4% 83.05
Low 77.99 75.26 -2.73 -3.5% 80.00
Close 78.06 75.68 -2.38 -3.0% 80.69
Range 2.01 3.59 1.58 78.6% 3.05
ATR 1.97 2.08 0.12 5.9% 0.00
Volume 14,888 15,655 767 5.2% 55,888
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 87.37 85.11 77.65
R3 83.78 81.52 76.67
R2 80.19 80.19 76.34
R1 77.93 77.93 76.01 77.48
PP 76.60 76.60 76.60 76.37
S1 74.34 74.34 75.35 73.89
S2 73.01 73.01 75.02
S3 69.42 70.75 74.69
S4 65.83 67.16 73.71
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 82.72 75.26 7.46 9.9% 2.22 2.9% 6% False True 14,428
10 83.05 75.26 7.79 10.3% 2.27 3.0% 5% False True 12,339
20 83.45 75.26 8.19 10.8% 1.95 2.6% 5% False True 8,710
40 84.42 75.26 9.16 12.1% 1.83 2.4% 5% False True 7,045
60 84.42 68.84 15.58 20.6% 1.56 2.1% 44% False False 5,881
80 84.42 68.84 15.58 20.6% 1.32 1.7% 44% False False 5,015
100 84.42 68.84 15.58 20.6% 1.21 1.6% 44% False False 4,454
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 94.11
2.618 88.25
1.618 84.66
1.000 82.44
0.618 81.07
HIGH 78.85
0.618 77.48
0.500 77.06
0.382 76.63
LOW 75.26
0.618 73.04
1.000 71.67
1.618 69.45
2.618 65.86
4.250 60.00
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 77.06 78.24
PP 76.60 77.38
S1 76.14 76.53

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

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