NYMEX Light Sweet Crude Oil Future September 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 77.95 77.58 -0.37 -0.5% 83.86
High 81.02 78.05 -2.97 -3.7% 85.15
Low 77.82 77.20 -0.62 -0.8% 82.13
Close 77.95 77.58 -0.37 -0.5% 83.05
Range 3.20 0.85 -2.35 -73.4% 3.02
ATR 1.67 1.62 -0.06 -3.5% 0.00
Volume 7,334 2,249 -5,085 -69.3% 15,437
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 80.16 79.72 78.05
R3 79.31 78.87 77.81
R2 78.46 78.46 77.74
R1 78.02 78.02 77.66 78.01
PP 77.61 77.61 77.61 77.60
S1 77.17 77.17 77.50 77.16
S2 76.76 76.76 77.42
S3 75.91 76.32 77.35
S4 75.06 75.47 77.11
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 77.20 7.59 9.8% 1.59 2.1% 5% False True 3,558
10 85.15 77.20 7.95 10.2% 1.58 2.0% 5% False True 3,295
20 85.15 77.20 7.95 10.2% 1.28 1.6% 5% False True 2,593
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 0.20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.66
2.618 80.28
1.618 79.43
1.000 78.90
0.618 78.58
HIGH 78.05
0.618 77.73
0.500 77.63
0.382 77.52
LOW 77.20
0.618 76.67
1.000 76.35
1.618 75.82
2.618 74.97
4.250 73.59
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 77.63 79.60
PP 77.61 78.93
S1 77.60 78.25

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

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