NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 83.43 82.03 -1.40 -1.7% 81.56
High 83.57 84.05 0.48 0.6% 84.32
Low 82.07 81.60 -0.47 -0.6% 81.37
Close 82.87 82.03 -0.84 -1.0% 82.03
Range 1.50 2.45 0.95 63.3% 2.95
ATR 1.88 1.92 0.04 2.2% 0.00
Volume 2,744 5,018 2,274 82.9% 20,679
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 89.91 88.42 83.38
R3 87.46 85.97 82.70
R2 85.01 85.01 82.48
R1 83.52 83.52 82.25 83.26
PP 82.56 82.56 82.56 82.43
S1 81.07 81.07 81.81 80.81
S2 80.11 80.11 81.58
S3 77.66 78.62 81.36
S4 75.21 76.17 80.68
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 91.42 89.68 83.65
R3 88.47 86.73 82.84
R2 85.52 85.52 82.57
R1 83.78 83.78 82.30 84.65
PP 82.57 82.57 82.57 83.01
S1 80.83 80.83 81.76 81.70
S2 79.62 79.62 81.49
S3 76.67 77.88 81.22
S4 73.72 74.93 80.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.32 81.37 2.95 3.6% 1.68 2.1% 22% False False 4,135
10 84.32 79.03 5.29 6.4% 1.76 2.1% 57% False False 3,561
20 84.47 79.03 5.44 6.6% 1.71 2.1% 55% False False 3,063
40 85.24 74.95 10.29 12.5% 1.64 2.0% 69% False False 3,283
60 85.24 70.06 15.18 18.5% 1.64 2.0% 79% False False 2,986
80 85.24 70.06 15.18 18.5% 1.63 2.0% 79% False False 3,019
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 94.46
2.618 90.46
1.618 88.01
1.000 86.50
0.618 85.56
HIGH 84.05
0.618 83.11
0.500 82.83
0.382 82.54
LOW 81.60
0.618 80.09
1.000 79.15
1.618 77.64
2.618 75.19
4.250 71.19
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 82.83 82.83
PP 82.56 82.56
S1 82.30 82.30

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

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