NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 82.33 81.44 -0.89 -1.1% 81.42
High 83.00 83.66 0.66 0.8% 83.78
Low 81.42 80.85 -0.57 -0.7% 80.06
Close 82.29 81.44 -0.85 -1.0% 81.44
Range 1.58 2.81 1.23 77.8% 3.72
ATR 2.17 2.22 0.05 2.1% 0.00
Volume 22,752 24,921 2,169 9.5% 107,056
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 90.41 88.74 82.99
R3 87.60 85.93 82.21
R2 84.79 84.79 81.96
R1 83.12 83.12 81.70 82.85
PP 81.98 81.98 81.98 81.85
S1 80.31 80.31 81.18 80.04
S2 79.17 79.17 80.92
S3 76.36 77.50 80.67
S4 73.55 74.69 79.89
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 92.92 90.90 83.49
R3 89.20 87.18 82.46
R2 85.48 85.48 82.12
R1 83.46 83.46 81.78 84.47
PP 81.76 81.76 81.76 82.27
S1 79.74 79.74 81.10 80.75
S2 78.04 78.04 80.76
S3 74.32 76.02 80.42
S4 70.60 72.30 79.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.78 80.06 3.72 4.6% 2.15 2.6% 37% False False 21,411
10 83.78 77.81 5.97 7.3% 2.27 2.8% 61% False False 20,857
20 84.08 77.81 6.27 7.7% 2.19 2.7% 58% False False 17,685
40 84.85 74.30 10.55 13.0% 2.08 2.6% 68% False False 16,331
60 84.85 69.40 15.45 19.0% 2.06 2.5% 78% False False 14,693
80 84.85 69.40 15.45 19.0% 2.01 2.5% 78% False False 13,364
100 84.85 68.44 16.41 20.1% 1.96 2.4% 79% False False 12,482
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.60
2.618 91.02
1.618 88.21
1.000 86.47
0.618 85.40
HIGH 83.66
0.618 82.59
0.500 82.26
0.382 81.92
LOW 80.85
0.618 79.11
1.000 78.04
1.618 76.30
2.618 73.49
4.250 68.91
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 82.26 82.26
PP 81.98 81.98
S1 81.71 81.71

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

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