NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 81.56 83.32 1.76 2.2% 81.82
High 82.95 84.32 1.37 1.7% 83.66
Low 81.37 83.32 1.95 2.4% 79.03
Close 82.85 83.88 1.03 1.2% 81.49
Range 1.58 1.00 -0.58 -36.7% 4.63
ATR 1.94 1.91 -0.03 -1.7% 0.00
Volume 5,271 4,277 -994 -18.9% 13,402
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 86.84 86.36 84.43
R3 85.84 85.36 84.16
R2 84.84 84.84 84.06
R1 84.36 84.36 83.97 84.60
PP 83.84 83.84 83.84 83.96
S1 83.36 83.36 83.79 83.60
S2 82.84 82.84 83.70
S3 81.84 82.36 83.61
S4 80.84 81.36 83.33
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 95.28 93.02 84.04
R3 90.65 88.39 82.76
R2 86.02 86.02 82.34
R1 83.76 83.76 81.91 82.58
PP 81.39 81.39 81.39 80.80
S1 79.13 79.13 81.07 77.95
S2 76.76 76.76 80.64
S3 72.13 74.50 80.22
S4 67.50 69.87 78.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.32 79.03 5.29 6.3% 1.82 2.2% 92% True False 3,985
10 84.47 79.03 5.44 6.5% 1.60 1.9% 89% False False 3,021
20 84.50 79.03 5.47 6.5% 1.65 2.0% 89% False False 3,043
40 85.24 72.49 12.75 15.2% 1.65 2.0% 89% False False 3,212
60 85.24 70.06 15.18 18.1% 1.63 1.9% 91% False False 3,067
80 85.24 70.06 15.18 18.1% 1.61 1.9% 91% False False 2,976
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 0.26
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 88.57
2.618 86.94
1.618 85.94
1.000 85.32
0.618 84.94
HIGH 84.32
0.618 83.94
0.500 83.82
0.382 83.70
LOW 83.32
0.618 82.70
1.000 82.32
1.618 81.70
2.618 80.70
4.250 79.07
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 83.86 83.15
PP 83.84 82.41
S1 83.82 81.68

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

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