NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 83.86 84.35 0.49 0.6% 82.67
High 84.39 85.15 0.76 0.9% 83.81
Low 82.13 84.35 2.22 2.7% 80.14
Close 83.86 84.81 0.95 1.1% 82.50
Range 2.26 0.80 -1.46 -64.6% 3.67
ATR 1.68 1.65 -0.03 -1.7% 0.00
Volume 3,262 1,840 -1,422 -43.6% 7,994
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 87.17 86.79 85.25
R3 86.37 85.99 85.03
R2 85.57 85.57 84.96
R1 85.19 85.19 84.88 85.38
PP 84.77 84.77 84.77 84.87
S1 84.39 84.39 84.74 84.58
S2 83.97 83.97 84.66
S3 83.17 83.59 84.59
S4 82.37 82.79 84.37
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 93.16 91.50 84.52
R3 89.49 87.83 83.51
R2 85.82 85.82 83.17
R1 84.16 84.16 82.84 83.16
PP 82.15 82.15 82.15 81.65
S1 80.49 80.49 82.16 79.49
S2 78.48 78.48 81.83
S3 74.81 76.82 81.49
S4 71.14 73.15 80.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.15 80.14 5.01 5.9% 1.42 1.7% 93% True False 2,110
10 85.15 80.14 5.01 5.9% 1.02 1.2% 93% True False 1,959
20 85.15 80.14 5.01 5.9% 1.15 1.4% 93% True False 2,365
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 0.16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.55
2.618 87.24
1.618 86.44
1.000 85.95
0.618 85.64
HIGH 85.15
0.618 84.84
0.500 84.75
0.382 84.66
LOW 84.35
0.618 83.86
1.000 83.55
1.618 83.06
2.618 82.26
4.250 80.95
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 84.79 84.09
PP 84.77 83.37
S1 84.75 82.65

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

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