NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 82.53 83.43 0.90 1.1% 81.82
High 83.84 83.57 -0.27 -0.3% 83.66
Low 81.96 82.07 0.11 0.1% 79.03
Close 82.53 82.87 0.34 0.4% 81.49
Range 1.88 1.50 -0.38 -20.2% 4.63
ATR 1.91 1.88 -0.03 -1.5% 0.00
Volume 3,369 2,744 -625 -18.6% 13,402
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 87.34 86.60 83.70
R3 85.84 85.10 83.28
R2 84.34 84.34 83.15
R1 83.60 83.60 83.01 83.22
PP 82.84 82.84 82.84 82.65
S1 82.10 82.10 82.73 81.72
S2 81.34 81.34 82.60
S3 79.84 80.60 82.46
S4 78.34 79.10 82.05
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 6.4% 1.74 2.1% 73% False False 3,913
10 84.32 79.03 5.29 6.4% 1.70 2.0% 73% False False 3,207
20 84.47 79.03 5.44 6.6% 1.62 2.0% 71% False False 2,982
40 85.24 72.94 12.30 14.8% 1.66 2.0% 81% False False 3,227
60 85.24 70.06 15.18 18.3% 1.62 2.0% 84% False False 3,064
80 85.24 70.06 15.18 18.3% 1.61 1.9% 84% False False 3,002
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.95
2.618 87.50
1.618 86.00
1.000 85.07
0.618 84.50
HIGH 83.57
0.618 83.00
0.500 82.82
0.382 82.64
LOW 82.07
0.618 81.14
1.000 80.57
1.618 79.64
2.618 78.14
4.250 75.70
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 82.85 83.14
PP 82.84 83.05
S1 82.82 82.96

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

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