NYMEX Light Sweet Crude Oil Future June 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	82.33	81.44	-0.89	-1.1%	81.42
High	83.00	83.66	0.66	0.8%	83.78
Low	81.42	80.85	-0.57	-0.7%	80.06
Close	82.29	81.44	-0.85	-1.0%	81.44
Range	1.58	2.81	1.23	77.8%	3.72
ATR	2.17	2.22	0.05	2.1%	0.00
Volume	22,752	24,921	2,169	9.5%	107,056

Daily Pivots for day following 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	90.41	88.74	82.99
R3	87.60	85.93	82.21
R2	84.79	84.79	81.96
R1	83.12	83.12	81.70	82.85
PP	81.98	81.98	81.98	81.85
S1	80.31	80.31	81.18	80.04
S2	79.17	79.17	80.92
S3	76.36	77.50	80.67
S4	73.55	74.69	79.89

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	92.92	90.90	83.49
R3	89.20	87.18	82.46
R2	85.48	85.48	82.12
R1	83.46	83.46	81.78	84.47
PP	81.76	81.76	81.76	82.27
S1	79.74	79.74	81.10	80.75
S2	78.04	78.04	80.76
S3	74.32	76.02	80.42
S4	70.60	72.30	79.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.78	80.06	3.72	4.6%	2.15	2.6%	37%	False	False	21,411
10	83.78	77.81	5.97	7.3%	2.27	2.8%	61%	False	False	20,857
20	84.08	77.81	6.27	7.7%	2.19	2.7%	58%	False	False	17,685
40	84.85	74.30	10.55	13.0%	2.08	2.6%	68%	False	False	16,331
60	84.85	69.40	15.45	19.0%	2.06	2.5%	78%	False	False	14,693
80	84.85	69.40	15.45	19.0%	2.01	2.5%	78%	False	False	13,364
100	84.85	68.44	16.41	20.1%	1.96	2.4%	79%	False	False	12,482

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	95.60
2.618	91.02
1.618	88.21
1.000	86.47
0.618	85.40
HIGH	83.66
0.618	82.59
0.500	82.26
0.382	81.92
LOW	80.85
0.618	79.11
1.000	78.04
1.618	76.30
2.618	73.49
4.250	68.91

Fisher Pivots for day following 04-Dec-2009
Pivot	1 day	3 day
R1	82.26	82.26
PP	81.98	81.98
S1	81.71	81.71

Download as Excel Spreadsheet

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

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