NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 82.03 81.96 -0.07 -0.1% 81.56
High 84.05 81.96 -2.09 -2.5% 84.32
Low 81.60 80.89 -0.71 -0.9% 81.37
Close 82.03 81.02 -1.01 -1.2% 82.03
Range 2.45 1.07 -1.38 -56.3% 2.95
ATR 1.92 1.86 -0.06 -2.9% 0.00
Volume 5,018 4,534 -484 -9.6% 20,679
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.50 83.83 81.61
R3 83.43 82.76 81.31
R2 82.36 82.36 81.22
R1 81.69 81.69 81.12 81.49
PP 81.29 81.29 81.29 81.19
S1 80.62 80.62 80.92 80.42
S2 80.22 80.22 80.82
S3 79.15 79.55 80.73
S4 78.08 78.48 80.43
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 80.89 3.43 4.2% 1.58 2.0% 4% False True 3,988
10 84.32 79.03 5.29 6.5% 1.80 2.2% 38% False False 3,861
20 84.47 79.03 5.44 6.7% 1.68 2.1% 37% False False 3,172
40 85.24 76.85 8.39 10.4% 1.64 2.0% 50% False False 3,318
60 85.24 70.06 15.18 18.7% 1.61 2.0% 72% False False 3,025
80 85.24 70.06 15.18 18.7% 1.62 2.0% 72% False False 3,050
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.24
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 86.51
2.618 84.76
1.618 83.69
1.000 83.03
0.618 82.62
HIGH 81.96
0.618 81.55
0.500 81.43
0.382 81.30
LOW 80.89
0.618 80.23
1.000 79.82
1.618 79.16
2.618 78.09
4.250 76.34
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 81.43 82.47
PP 81.29 81.99
S1 81.16 81.50

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

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