NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 76.51 75.83 -0.68 -0.9% 76.05
High 77.50 77.90 0.40 0.5% 79.04
Low 75.54 74.85 -0.69 -0.9% 74.85
Close 76.46 75.47 -0.99 -1.3% 75.47
Range 1.96 3.05 1.09 55.6% 4.19
ATR 2.53 2.57 0.04 1.5% 0.00
Volume 340,897 351,788 10,891 3.2% 1,663,053
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 85.22 83.40 77.15
R3 82.17 80.35 76.31
R2 79.12 79.12 76.03
R1 77.30 77.30 75.75 76.69
PP 76.07 76.07 76.07 75.77
S1 74.25 74.25 75.19 73.64
S2 73.02 73.02 74.91
S3 69.97 71.20 74.63
S4 66.92 68.15 73.79
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 89.02 86.44 77.77
R3 84.83 82.25 76.62
R2 80.64 80.64 76.24
R1 78.06 78.06 75.85 77.26
PP 76.45 76.45 76.45 76.05
S1 73.87 73.87 75.09 73.07
S2 72.26 72.26 74.70
S3 68.07 69.68 74.32
S4 63.88 65.49 73.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.04 74.85 4.19 5.6% 2.46 3.3% 15% False True 332,610
10 79.92 72.39 7.53 10.0% 2.72 3.6% 41% False False 337,015
20 81.12 72.39 8.73 11.6% 2.58 3.4% 35% False False 236,500
40 82.58 71.72 10.86 14.4% 2.44 3.2% 35% False False 155,110
60 82.58 66.10 16.48 21.8% 2.43 3.2% 57% False False 113,944
80 82.58 66.10 16.48 21.8% 2.39 3.2% 57% False False 88,519
100 82.58 65.94 16.64 22.0% 2.29 3.0% 57% False False 72,628
120 82.58 63.01 19.57 25.9% 2.20 2.9% 64% False False 61,415
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 90.86
2.618 85.88
1.618 82.83
1.000 80.95
0.618 79.78
HIGH 77.90
0.618 76.73
0.500 76.38
0.382 76.02
LOW 74.85
0.618 72.97
1.000 71.80
1.618 69.92
2.618 66.87
4.250 61.89
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 76.38 76.72
PP 76.07 76.30
S1 75.77 75.89

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

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