NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 80.43 77.95 -2.48 -3.1% 83.86
High 82.00 81.02 -0.98 -1.2% 85.15
Low 80.39 77.82 -2.57 -3.2% 82.13
Close 80.43 77.95 -2.48 -3.1% 83.05
Range 1.61 3.20 1.59 98.8% 3.02
ATR 1.56 1.67 0.12 7.5% 0.00
Volume 2,382 7,334 4,952 207.9% 15,437
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 88.53 86.44 79.71
R3 85.33 83.24 78.83
R2 82.13 82.13 78.54
R1 80.04 80.04 78.24 79.55
PP 78.93 78.93 78.93 78.69
S1 76.84 76.84 77.66 76.35
S2 75.73 75.73 77.36
S3 72.53 73.64 77.07
S4 69.33 70.44 76.19
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 92.50 90.80 84.71
R3 89.48 87.78 83.88
R2 86.46 86.46 83.60
R1 84.76 84.76 83.33 84.10
PP 83.44 83.44 83.44 83.12
S1 81.74 81.74 82.77 81.08
S2 80.42 80.42 82.50
S3 77.40 78.72 82.22
S4 74.38 75.70 81.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.79 77.82 6.97 8.9% 1.46 1.9% 2% False True 3,770
10 85.15 77.82 7.33 9.4% 1.49 1.9% 2% False True 3,163
20 85.15 77.82 7.33 9.4% 1.24 1.6% 2% False True 2,608
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 94.62
2.618 89.40
1.618 86.20
1.000 84.22
0.618 83.00
HIGH 81.02
0.618 79.80
0.500 79.42
0.382 79.04
LOW 77.82
0.618 75.84
1.000 74.62
1.618 72.64
2.618 69.44
4.250 64.22
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 79.42 80.15
PP 78.93 79.41
S1 78.44 78.68

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

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