NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 82.41 83.23 0.82 1.0% 81.87
High 83.78 83.31 -0.47 -0.6% 83.51
Low 82.19 81.36 -0.83 -1.0% 77.81
Close 83.31 81.96 -1.35 -1.6% 80.87
Range 1.59 1.95 0.36 22.6% 5.70
ATR 2.24 2.22 -0.02 -0.9% 0.00
Volume 18,275 26,330 8,055 44.1% 86,589
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 88.06 86.96 83.03
R3 86.11 85.01 82.50
R2 84.16 84.16 82.32
R1 83.06 83.06 82.14 82.64
PP 82.21 82.21 82.21 82.00
S1 81.11 81.11 81.78 80.69
S2 80.26 80.26 81.60
S3 78.31 79.16 81.42
S4 76.36 77.21 80.89
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 7.3% 2.54 3.1% 70% False False 23,801
10 84.08 77.81 6.27 7.7% 2.20 2.7% 66% False False 18,707
20 84.20 77.81 6.39 7.8% 2.08 2.5% 65% False False 16,907
40 84.85 71.98 12.87 15.7% 2.09 2.6% 78% False False 15,797
60 84.85 69.40 15.45 18.9% 2.03 2.5% 81% False False 14,522
80 84.85 69.40 15.45 18.9% 1.99 2.4% 81% False False 12,889
100 84.85 66.35 18.50 22.6% 1.96 2.4% 84% False False 12,137
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.60
2.618 88.42
1.618 86.47
1.000 85.26
0.618 84.52
HIGH 83.31
0.618 82.57
0.500 82.34
0.382 82.10
LOW 81.36
0.618 80.15
1.000 79.41
1.618 78.20
2.618 76.25
4.250 73.07
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 82.34 81.95
PP 82.21 81.93
S1 82.09 81.92

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

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