NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 84.95 83.89 -1.06 -1.2% 82.67
High 84.95 83.96 -0.99 -1.2% 83.81
Low 83.38 83.77 0.39 0.5% 80.14
Close 83.49 83.89 0.40 0.5% 82.50
Range 1.57 0.19 -1.38 -87.9% 3.67
ATR 1.65 1.56 -0.08 -5.1% 0.00
Volume 3,744 3,311 -433 -11.6% 7,994
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.44 84.36 83.99
R3 84.25 84.17 83.94
R2 84.06 84.06 83.92
R1 83.98 83.98 83.91 83.99
PP 83.87 83.87 83.87 83.88
S1 83.79 83.79 83.87 83.80
S2 83.68 83.68 83.86
S3 83.49 83.60 83.84
S4 83.30 83.41 83.79
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 6.0% 1.56 1.9% 75% False False 3,033
10 85.15 80.14 5.01 6.0% 1.13 1.4% 75% False False 2,412
20 85.15 80.14 5.01 6.0% 1.11 1.3% 75% False False 2,412
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 84.77
2.618 84.46
1.618 84.27
1.000 84.15
0.618 84.08
HIGH 83.96
0.618 83.89
0.500 83.87
0.382 83.84
LOW 83.77
0.618 83.65
1.000 83.58
1.618 83.46
2.618 83.27
4.250 82.96
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 83.88 84.27
PP 83.87 84.14
S1 83.87 84.02

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

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