NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 81.96 79.35 -2.61 -3.2% 81.56
High 81.96 81.31 -0.65 -0.8% 84.32
Low 80.89 79.27 -1.62 -2.0% 81.37
Close 81.02 79.35 -1.67 -2.1% 82.03
Range 1.07 2.04 0.97 90.7% 2.95
ATR 1.86 1.88 0.01 0.7% 0.00
Volume 4,534 4,604 70 1.5% 20,679
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 86.10 84.76 80.47
R3 84.06 82.72 79.91
R2 82.02 82.02 79.72
R1 80.68 80.68 79.54 80.37
PP 79.98 79.98 79.98 79.82
S1 78.64 78.64 79.16 78.33
S2 77.94 77.94 78.98
S3 75.90 76.60 78.79
S4 73.86 74.56 78.23
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 84.05 79.27 4.78 6.0% 1.79 2.3% 2% False True 4,053
10 84.32 79.03 5.29 6.7% 1.81 2.3% 6% False False 4,019
20 84.47 79.03 5.44 6.9% 1.68 2.1% 6% False False 3,213
40 85.24 77.13 8.11 10.2% 1.68 2.1% 27% False False 3,401
60 85.24 70.06 15.18 19.1% 1.63 2.1% 61% False False 3,070
80 85.24 70.06 15.18 19.1% 1.61 2.0% 61% False False 3,073
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.98
2.618 86.65
1.618 84.61
1.000 83.35
0.618 82.57
HIGH 81.31
0.618 80.53
0.500 80.29
0.382 80.05
LOW 79.27
0.618 78.01
1.000 77.23
1.618 75.97
2.618 73.93
4.250 70.60
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 80.29 81.66
PP 79.98 80.89
S1 79.66 80.12

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

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