NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 81.83 78.77 -3.06 -3.7% 81.42
High 81.98 80.82 -1.16 -1.4% 83.78
Low 80.19 78.65 -1.54 -1.9% 80.06
Close 80.40 78.77 -1.63 -2.0% 81.44
Range 1.79 2.17 0.38 21.2% 3.72
ATR 2.19 2.19 0.00 -0.1% 0.00
Volume 23,140 28,703 5,563 24.0% 107,056
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 85.92 84.52 79.96
R3 83.75 82.35 79.37
R2 81.58 81.58 79.17
R1 80.18 80.18 78.97 79.86
PP 79.41 79.41 79.41 79.25
S1 78.01 78.01 78.57 77.69
S2 77.24 77.24 78.37
S3 75.07 75.84 78.17
S4 72.90 73.67 77.58
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 83.66 78.65 5.01 6.4% 2.06 2.6% 2% False True 25,169
10 83.78 77.81 5.97 7.6% 2.28 2.9% 16% False False 23,379
20 84.08 77.81 6.27 8.0% 2.12 2.7% 15% False False 18,934
40 84.85 76.45 8.40 10.7% 2.10 2.7% 28% False False 17,116
60 84.85 69.40 15.45 19.6% 2.05 2.6% 61% False False 15,145
80 84.85 69.40 15.45 19.6% 2.00 2.5% 61% False False 13,778
100 84.85 69.40 15.45 19.6% 1.96 2.5% 61% False False 12,839
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.04
2.618 86.50
1.618 84.33
1.000 82.99
0.618 82.16
HIGH 80.82
0.618 79.99
0.500 79.74
0.382 79.48
LOW 78.65
0.618 77.31
1.000 76.48
1.618 75.14
2.618 72.97
4.250 69.43
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 79.74 81.16
PP 79.41 80.36
S1 79.09 79.57

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

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