NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 80.00 77.10 -2.90 -3.6% 81.56
High 80.00 77.12 -2.88 -3.6% 84.32
Low 76.51 75.92 -0.59 -0.8% 81.37
Close 76.89 76.60 -0.29 -0.4% 82.03
Range 3.49 1.20 -2.29 -65.6% 2.95
ATR 1.99 1.93 -0.06 -2.8% 0.00
Volume 5,199 2,525 -2,674 -51.4% 20,679
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 80.15 79.57 77.26
R3 78.95 78.37 76.93
R2 77.75 77.75 76.82
R1 77.17 77.17 76.71 76.86
PP 76.55 76.55 76.55 76.39
S1 75.97 75.97 76.49 75.66
S2 75.35 75.35 76.38
S3 74.15 74.77 76.27
S4 72.95 73.57 75.94
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 75.92 8.13 10.6% 2.05 2.7% 8% False True 4,376
10 84.32 75.92 8.40 11.0% 1.90 2.5% 8% False True 4,144
20 84.47 75.92 8.55 11.2% 1.74 2.3% 8% False True 3,306
40 85.24 75.92 9.32 12.2% 1.76 2.3% 7% False True 3,377
60 85.24 70.06 15.18 19.8% 1.65 2.1% 43% False False 3,111
80 85.24 70.06 15.18 19.8% 1.61 2.1% 43% False False 3,130
Crabel Price Patterns
NR True
NR4 False
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 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.22
2.618 80.26
1.618 79.06
1.000 78.32
0.618 77.86
HIGH 77.12
0.618 76.66
0.500 76.52
0.382 76.38
LOW 75.92
0.618 75.18
1.000 74.72
1.618 73.98
2.618 72.78
4.250 70.82
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 76.57 78.62
PP 76.55 77.94
S1 76.52 77.27

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

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