NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 79.01 76.61 -2.40 -3.0% 81.42
High 79.55 76.90 -2.65 -3.3% 83.78
Low 75.92 75.26 -0.66 -0.9% 80.06
Close 76.34 76.05 -0.29 -0.4% 81.44
Range 3.63 1.64 -1.99 -54.8% 3.72
ATR 2.29 2.24 -0.05 -2.0% 0.00
Volume 34,425 31,156 -3,269 -9.5% 107,056
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 80.99 80.16 76.95
R3 79.35 78.52 76.50
R2 77.71 77.71 76.35
R1 76.88 76.88 76.20 76.48
PP 76.07 76.07 76.07 75.87
S1 75.24 75.24 75.90 74.84
S2 74.43 74.43 75.75
S3 72.79 73.60 75.60
S4 71.15 71.96 75.15
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 75.26 8.40 11.0% 2.41 3.2% 9% False True 28,469
10 83.78 75.26 8.52 11.2% 2.40 3.2% 9% False True 25,773
20 84.08 75.26 8.82 11.6% 2.20 2.9% 9% False True 20,910
40 84.85 75.26 9.59 12.6% 2.17 2.9% 8% False True 18,076
60 84.85 69.40 15.45 20.3% 2.08 2.7% 43% False False 15,967
80 84.85 69.40 15.45 20.3% 2.02 2.6% 43% False False 14,453
100 84.85 69.40 15.45 20.3% 1.98 2.6% 43% False False 13,377
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.40
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 83.87
2.618 81.19
1.618 79.55
1.000 78.54
0.618 77.91
HIGH 76.90
0.618 76.27
0.500 76.08
0.382 75.89
LOW 75.26
0.618 74.25
1.000 73.62
1.618 72.61
2.618 70.97
4.250 68.29
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 76.08 78.04
PP 76.07 77.38
S1 76.06 76.71

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

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