NYMEX Light Sweet Crude Oil Future August 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 77.41 77.09 -0.32 -0.4% 83.36
High 79.69 77.20 -2.49 -3.1% 84.67
Low 77.29 76.92 -0.37 -0.5% 81.86
Close 77.41 77.09 -0.32 -0.4% 82.54
Range 2.40 0.28 -2.12 -88.3% 2.81
ATR 1.57 1.49 -0.08 -4.9% 0.00
Volume 5,121 1,666 -3,455 -67.5% 12,119
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 77.91 77.78 77.24
R3 77.63 77.50 77.17
R2 77.35 77.35 77.14
R1 77.22 77.22 77.12 77.23
PP 77.07 77.07 77.07 77.08
S1 76.94 76.94 77.06 76.95
S2 76.79 76.79 77.04
S3 76.51 76.66 77.01
S4 76.23 76.38 76.94
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 76.92 7.05 9.1% 1.44 1.9% 2% False True 3,399
10 84.67 76.92 7.75 10.1% 1.35 1.7% 2% False True 3,167
20 84.67 76.92 7.75 10.1% 0.86 1.1% 2% False True 2,492
40 84.95 76.92 8.03 10.4% 0.90 1.2% 2% False True 2,306
60 84.95 70.69 14.26 18.5% 0.82 1.1% 45% False False 2,027
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.08
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 78.39
2.618 77.93
1.618 77.65
1.000 77.48
0.618 77.37
HIGH 77.20
0.618 77.09
0.500 77.06
0.382 77.03
LOW 76.92
0.618 76.75
1.000 76.64
1.618 76.47
2.618 76.19
4.250 75.73
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 77.08 79.41
PP 77.07 78.64
S1 77.06 77.86

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

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