NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 83.23 82.33 -0.90 -1.1% 81.87
High 83.31 83.00 -0.31 -0.4% 83.51
Low 81.36 81.42 0.06 0.1% 77.81
Close 81.96 82.29 0.33 0.4% 80.87
Range 1.95 1.58 -0.37 -19.0% 5.70
ATR 2.22 2.17 -0.05 -2.1% 0.00
Volume 26,330 22,752 -3,578 -13.6% 86,589
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 86.98 86.21 83.16
R3 85.40 84.63 82.72
R2 83.82 83.82 82.58
R1 83.05 83.05 82.43 82.65
PP 82.24 82.24 82.24 82.03
S1 81.47 81.47 82.15 81.07
S2 80.66 80.66 82.00
S3 79.08 79.89 81.86
S4 77.50 78.31 81.42
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% 2.40 2.9% 75% False False 23,078
10 83.78 77.81 5.97 7.3% 2.21 2.7% 75% False False 19,692
20 84.08 77.81 6.27 7.6% 2.09 2.5% 71% False False 17,383
40 84.85 72.65 12.20 14.8% 2.08 2.5% 79% False False 16,019
60 84.85 69.40 15.45 18.8% 2.04 2.5% 83% False False 14,676
80 84.85 69.40 15.45 18.8% 1.99 2.4% 83% False False 13,112
100 84.85 66.69 18.16 22.1% 1.96 2.4% 86% False False 12,280
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 89.72
2.618 87.14
1.618 85.56
1.000 84.58
0.618 83.98
HIGH 83.00
0.618 82.40
0.500 82.21
0.382 82.02
LOW 81.42
0.618 80.44
1.000 79.84
1.618 78.86
2.618 77.28
4.250 74.71
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 82.26 82.57
PP 82.24 82.48
S1 82.21 82.38

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

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