NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 81.95 83.36 1.41 1.7% 82.26
High 81.95 83.38 1.43 1.7% 83.35
Low 80.23 81.86 1.63 2.0% 80.23
Close 82.00 83.36 1.36 1.7% 82.00
Range 1.72 1.52 -0.20 -11.6% 3.12
ATR 1.46 1.46 0.00 0.3% 0.00
Volume 4,749 3,613 -1,136 -23.9% 11,373
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.43 86.91 84.20
R3 85.91 85.39 83.78
R2 84.39 84.39 83.64
R1 83.87 83.87 83.50 84.12
PP 82.87 82.87 82.87 82.99
S1 82.35 82.35 83.22 82.60
S2 81.35 81.35 83.08
S3 79.83 80.83 82.94
S4 78.31 79.31 82.52
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 91.22 89.73 83.72
R3 88.10 86.61 82.86
R2 84.98 84.98 82.57
R1 83.49 83.49 82.29 82.68
PP 81.86 81.86 81.86 81.45
S1 80.37 80.37 81.71 79.56
S2 78.74 78.74 81.43
S3 75.62 77.25 81.14
S4 72.50 74.13 80.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.38 80.23 3.15 3.8% 1.07 1.3% 99% True False 2,997
10 84.45 80.23 4.22 5.1% 0.78 0.9% 74% False False 2,170
20 84.73 80.23 4.50 5.4% 0.71 0.8% 70% False False 2,308
40 84.95 73.35 11.60 13.9% 0.80 1.0% 86% False False 2,027
60 84.95 70.69 14.26 17.1% 0.78 0.9% 89% False False 1,831
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 0.05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.84
2.618 87.36
1.618 85.84
1.000 84.90
0.618 84.32
HIGH 83.38
0.618 82.80
0.500 82.62
0.382 82.44
LOW 81.86
0.618 80.92
1.000 80.34
1.618 79.40
2.618 77.88
4.250 75.40
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 83.11 82.84
PP 82.87 82.32
S1 82.62 81.81

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

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