NYMEX Light Sweet Crude Oil Future June 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 81.42 82.41 0.99 1.2% 81.87
High 82.89 83.78 0.89 1.1% 83.51
Low 80.06 82.19 2.13 2.7% 77.81
Close 82.24 83.31 1.07 1.3% 80.87
Range 2.83 1.59 -1.24 -43.8% 5.70
ATR 2.29 2.24 -0.05 -2.2% 0.00
Volume 14,778 18,275 3,497 23.7% 86,589
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 87.86 87.18 84.18
R3 86.27 85.59 83.75
R2 84.68 84.68 83.60
R1 84.00 84.00 83.46 84.34
PP 83.09 83.09 83.09 83.27
S1 82.41 82.41 83.16 82.75
S2 81.50 81.50 83.02
S3 79.91 80.82 82.87
S4 78.32 79.23 82.44
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 97.83 95.05 84.01
R3 92.13 89.35 82.44
R2 86.43 86.43 81.92
R1 83.65 83.65 81.39 82.19
PP 80.73 80.73 80.73 80.00
S1 77.95 77.95 80.35 76.49
S2 75.03 75.03 79.83
S3 69.33 72.25 79.30
S4 63.63 66.55 77.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.78 77.81 5.97 7.2% 2.49 3.0% 92% True False 21,590
10 84.08 77.81 6.27 7.5% 2.15 2.6% 88% False False 17,432
20 84.20 77.81 6.39 7.7% 2.13 2.6% 86% False False 16,305
40 84.85 71.98 12.87 15.4% 2.08 2.5% 88% False False 15,424
60 84.85 69.40 15.45 18.5% 2.06 2.5% 90% False False 14,210
80 84.85 69.40 15.45 18.5% 1.98 2.4% 90% False False 12,649
100 84.85 65.66 19.19 23.0% 1.96 2.3% 92% False False 11,927
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 0.37
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 90.54
2.618 87.94
1.618 86.35
1.000 85.37
0.618 84.76
HIGH 83.78
0.618 83.17
0.500 82.99
0.382 82.80
LOW 82.19
0.618 81.21
1.000 80.60
1.618 79.62
2.618 78.03
4.250 75.43
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 83.20 82.47
PP 83.09 81.63
S1 82.99 80.80

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

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