NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 81.44 81.83 0.39 0.5% 81.42
High 83.66 81.98 -1.68 -2.0% 83.78
Low 80.85 80.19 -0.66 -0.8% 80.06
Close 81.44 80.40 -1.04 -1.3% 81.44
Range 2.81 1.79 -1.02 -36.3% 3.72
ATR 2.22 2.19 -0.03 -1.4% 0.00
Volume 24,921 23,140 -1,781 -7.1% 107,056
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 86.23 85.10 81.38
R3 84.44 83.31 80.89
R2 82.65 82.65 80.73
R1 81.52 81.52 80.56 81.19
PP 80.86 80.86 80.86 80.69
S1 79.73 79.73 80.24 79.40
S2 79.07 79.07 80.07
S3 77.28 77.94 79.91
S4 75.49 76.15 79.42
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 80.19 3.59 4.5% 1.94 2.4% 6% False True 23,083
10 83.78 77.81 5.97 7.4% 2.31 2.9% 43% False False 21,678
20 84.08 77.81 6.27 7.8% 2.12 2.6% 41% False False 18,211
40 84.85 75.63 9.22 11.5% 2.09 2.6% 52% False False 16,615
60 84.85 69.40 15.45 19.2% 2.04 2.5% 71% False False 14,882
80 84.85 69.40 15.45 19.2% 2.01 2.5% 71% False False 13,557
100 84.85 69.40 15.45 19.2% 1.96 2.4% 71% False False 12,655
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.59
2.618 86.67
1.618 84.88
1.000 83.77
0.618 83.09
HIGH 81.98
0.618 81.30
0.500 81.09
0.382 80.87
LOW 80.19
0.618 79.08
1.000 78.40
1.618 77.29
2.618 75.50
4.250 72.58
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 81.09 81.93
PP 80.86 81.42
S1 80.63 80.91

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

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