NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 78.77 79.01 0.24 0.3% 81.42
High 80.82 79.55 -1.27 -1.6% 83.78
Low 78.65 75.92 -2.73 -3.5% 80.06
Close 78.77 76.34 -2.43 -3.1% 81.44
Range 2.17 3.63 1.46 67.3% 3.72
ATR 2.19 2.29 0.10 4.7% 0.00
Volume 28,703 34,425 5,722 19.9% 107,056
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 88.16 85.88 78.34
R3 84.53 82.25 77.34
R2 80.90 80.90 77.01
R1 78.62 78.62 76.67 77.95
PP 77.27 77.27 77.27 76.93
S1 74.99 74.99 76.01 74.32
S2 73.64 73.64 75.67
S3 70.01 71.36 75.34
S4 66.38 67.73 74.34
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 75.92 7.74 10.1% 2.40 3.1% 5% False True 26,788
10 83.78 75.92 7.86 10.3% 2.47 3.2% 5% False True 25,294
20 84.08 75.92 8.16 10.7% 2.18 2.9% 5% False True 20,144
40 84.85 75.92 8.93 11.7% 2.16 2.8% 5% False True 17,630
60 84.85 69.40 15.45 20.2% 2.08 2.7% 45% False False 15,570
80 84.85 69.40 15.45 20.2% 2.03 2.7% 45% False False 14,140
100 84.85 69.40 15.45 20.2% 1.99 2.6% 45% False False 13,118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 94.98
2.618 89.05
1.618 85.42
1.000 83.18
0.618 81.79
HIGH 79.55
0.618 78.16
0.500 77.74
0.382 77.31
LOW 75.92
0.618 73.68
1.000 72.29
1.618 70.05
2.618 66.42
4.250 60.49
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 77.74 78.95
PP 77.27 78.08
S1 76.81 77.21

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

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