NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 75.68 75.85 0.17 0.2% 80.65
High 78.85 76.16 -2.69 -3.4% 83.05
Low 75.26 74.78 -0.48 -0.6% 80.00
Close 75.68 75.40 -0.28 -0.4% 80.69
Range 3.59 1.38 -2.21 -61.6% 3.05
ATR 2.08 2.03 -0.05 -2.4% 0.00
Volume 15,655 15,438 -217 -1.4% 55,888
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 79.59 78.87 76.16
R3 78.21 77.49 75.78
R2 76.83 76.83 75.65
R1 76.11 76.11 75.53 75.78
PP 75.45 75.45 75.45 75.28
S1 74.73 74.73 75.27 74.40
S2 74.07 74.07 75.15
S3 72.69 73.35 75.02
S4 71.31 71.97 74.64
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 74.78 7.94 10.5% 2.24 3.0% 8% False True 15,032
10 83.05 74.78 8.27 11.0% 2.18 2.9% 7% False True 12,869
20 83.45 74.78 8.67 11.5% 1.96 2.6% 7% False True 9,165
40 84.42 74.78 9.64 12.8% 1.86 2.5% 6% False True 7,295
60 84.42 68.84 15.58 20.7% 1.59 2.1% 42% False False 6,101
80 84.42 68.84 15.58 20.7% 1.31 1.7% 42% False False 5,182
100 84.42 68.84 15.58 20.7% 1.22 1.6% 42% False False 4,591
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.45
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 82.03
2.618 79.77
1.618 78.39
1.000 77.54
0.618 77.01
HIGH 76.16
0.618 75.63
0.500 75.47
0.382 75.31
LOW 74.78
0.618 73.93
1.000 73.40
1.618 72.55
2.618 71.17
4.250 68.92
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 75.47 77.39
PP 75.45 76.73
S1 75.42 76.06

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

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