NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 83.32 82.53 -0.79 -0.9% 81.82
High 84.32 83.84 -0.48 -0.6% 83.66
Low 83.32 81.96 -1.36 -1.6% 79.03
Close 83.88 82.53 -1.35 -1.6% 81.49
Range 1.00 1.88 0.88 88.0% 4.63
ATR 1.91 1.91 0.00 0.1% 0.00
Volume 4,277 3,369 -908 -21.2% 13,402
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 88.42 87.35 83.56
R3 86.54 85.47 83.05
R2 84.66 84.66 82.87
R1 83.59 83.59 82.70 83.47
PP 82.78 82.78 82.78 82.72
S1 81.71 81.71 82.36 81.59
S2 80.90 80.90 82.19
S3 79.02 79.83 82.01
S4 77.14 77.95 81.50
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 95.28 93.02 84.04
R3 90.65 88.39 82.76
R2 86.02 86.02 82.34
R1 83.76 83.76 81.91 82.58
PP 81.39 81.39 81.39 80.80
S1 79.13 79.13 81.07 77.95
S2 76.76 76.76 80.64
S3 72.13 74.50 80.22
S4 67.50 69.87 78.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.32 79.03 5.29 6.4% 1.86 2.3% 66% False False 4,218
10 84.47 79.03 5.44 6.6% 1.65 2.0% 64% False False 3,208
20 84.50 79.03 5.47 6.6% 1.60 1.9% 64% False False 3,048
40 85.24 72.49 12.75 15.4% 1.67 2.0% 79% False False 3,227
60 85.24 70.06 15.18 18.4% 1.62 2.0% 82% False False 3,082
80 85.24 70.06 15.18 18.4% 1.62 2.0% 82% False False 2,998
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.83
2.618 88.76
1.618 86.88
1.000 85.72
0.618 85.00
HIGH 83.84
0.618 83.12
0.500 82.90
0.382 82.68
LOW 81.96
0.618 80.80
1.000 80.08
1.618 78.92
2.618 77.04
4.250 73.97
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 82.90 82.85
PP 82.78 82.74
S1 82.65 82.64

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

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