NYMEX Light Sweet Crude Oil Future September 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	83.89	83.05	-0.84	-1.0%	83.86
High	83.96	84.79	0.83	1.0%	85.15
Low	83.77	82.99	-0.78	-0.9%	82.13
Close	83.89	83.05	-0.84	-1.0%	83.05
Range	0.19	1.80	1.61	847.4%	3.02
ATR	1.56	1.58	0.02	1.1%	0.00
Volume	3,311	3,280	-31	-0.9%	15,437

Daily Pivots for day following 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	89.01	87.83	84.04
R3	87.21	86.03	83.55
R2	85.41	85.41	83.38
R1	84.23	84.23	83.22	83.95
PP	83.61	83.61	83.61	83.47
S1	82.43	82.43	82.89	82.15
S2	81.81	81.81	82.72
S3	80.01	80.63	82.56
S4	78.21	78.83	82.06

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	92.50	90.80	84.71
R3	89.48	87.78	83.88
R2	86.46	86.46	83.60
R1	84.76	84.76	83.33	84.10
PP	83.44	83.44	83.44	83.12
S1	81.74	81.74	82.77	81.08
S2	80.42	80.42	82.50
S3	77.40	78.72	82.22
S4	74.38	75.70	81.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.15	82.13	3.02	3.6%	1.32	1.6%	30%	False	False	3,087
10	85.15	80.14	5.01	6.0%	1.16	1.4%	58%	False	False	2,502
20	85.15	80.14	5.01	6.0%	1.16	1.4%	58%	False	False	2,365

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	92.44
2.618	89.50
1.618	87.70
1.000	86.59
0.618	85.90
HIGH	84.79
0.618	84.10
0.500	83.89
0.382	83.68
LOW	82.99
0.618	81.88
1.000	81.19
1.618	80.08
2.618	78.28
4.250	75.34

Fisher Pivots for day following 04-Dec-2009
Pivot	1 day	3 day
R1	83.89	83.97
PP	83.61	83.66
S1	83.33	83.36

Download as Excel Spreadsheet

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

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