NYMEX Light Sweet Crude Oil Future July 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 79.35 80.00 0.65 0.8% 81.56
High 81.31 80.00 -1.31 -1.6% 84.32
Low 79.27 76.51 -2.76 -3.5% 81.37
Close 79.35 76.89 -2.46 -3.1% 82.03
Range 2.04 3.49 1.45 71.1% 2.95
ATR 1.88 1.99 0.12 6.1% 0.00
Volume 4,604 5,199 595 12.9% 20,679
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 88.27 86.07 78.81
R3 84.78 82.58 77.85
R2 81.29 81.29 77.53
R1 79.09 79.09 77.21 78.45
PP 77.80 77.80 77.80 77.48
S1 75.60 75.60 76.57 74.96
S2 74.31 74.31 76.25
S3 70.82 72.11 75.93
S4 67.33 68.62 74.97
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 91.42 89.68 83.65
R3 88.47 86.73 82.84
R2 85.52 85.52 82.57
R1 83.78 83.78 82.30 84.65
PP 82.57 82.57 82.57 83.01
S1 80.83 80.83 81.76 81.70
S2 79.62 79.62 81.49
S3 76.67 77.88 81.22
S4 73.72 74.93 80.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.05 76.51 7.54 9.8% 2.11 2.7% 5% False True 4,419
10 84.32 76.51 7.81 10.2% 1.99 2.6% 5% False True 4,319
20 84.47 76.51 7.96 10.4% 1.74 2.3% 5% False True 3,302
40 85.24 76.51 8.73 11.4% 1.74 2.3% 4% False True 3,363
60 85.24 70.06 15.18 19.7% 1.65 2.1% 45% False False 3,109
80 85.24 70.06 15.18 19.7% 1.63 2.1% 45% False False 3,115
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 0.23
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 94.83
2.618 89.14
1.618 85.65
1.000 83.49
0.618 82.16
HIGH 80.00
0.618 78.67
0.500 78.26
0.382 77.84
LOW 76.51
0.618 74.35
1.000 73.02
1.618 70.86
2.618 67.37
4.250 61.68
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 78.26 79.24
PP 77.80 78.45
S1 77.35 77.67

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

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