NYMEX Light Sweet Crude Oil Future August 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 81.90 77.41 -4.49 -5.5% 83.36
High 81.90 79.69 -2.21 -2.7% 84.67
Low 79.86 77.29 -2.57 -3.2% 81.86
Close 79.89 77.41 -2.48 -3.1% 82.54
Range 2.04 2.40 0.36 17.6% 2.81
ATR 1.49 1.57 0.08 5.3% 0.00
Volume 1,946 5,121 3,175 163.2% 12,119
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 85.33 83.77 78.73
R3 82.93 81.37 78.07
R2 80.53 80.53 77.85
R1 78.97 78.97 77.63 78.61
PP 78.13 78.13 78.13 77.95
S1 76.57 76.57 77.19 76.21
S2 75.73 75.73 76.97
S3 73.33 74.17 76.75
S4 70.93 71.77 76.09
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 91.45 89.81 84.09
R3 88.64 87.00 83.31
R2 85.83 85.83 83.06
R1 84.19 84.19 82.80 83.61
PP 83.02 83.02 83.02 82.73
S1 81.38 81.38 82.28 80.80
S2 80.21 80.21 82.02
S3 77.40 78.57 81.77
S4 74.59 75.76 80.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.97 77.29 6.68 8.6% 1.52 2.0% 2% False True 3,567
10 84.67 77.29 7.38 9.5% 1.33 1.7% 2% False True 3,126
20 84.67 77.29 7.38 9.5% 0.85 1.1% 2% False True 2,586
40 84.95 77.29 7.66 9.9% 0.90 1.2% 2% False True 2,327
60 84.95 70.69 14.26 18.4% 0.84 1.1% 47% False False 2,021
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 0.08
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 89.89
2.618 85.97
1.618 83.57
1.000 82.09
0.618 81.17
HIGH 79.69
0.618 78.77
0.500 78.49
0.382 78.21
LOW 77.29
0.618 75.81
1.000 74.89
1.618 73.41
2.618 71.01
4.250 67.09
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 78.49 79.76
PP 78.13 78.97
S1 77.77 78.19

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

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