NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 84.35 83.38 -0.97 -1.1% 82.26
High 84.67 83.50 -1.17 -1.4% 83.35
Low 84.28 82.85 -1.43 -1.7% 80.23
Close 84.35 83.38 -0.97 -1.1% 82.00
Range 0.39 0.65 0.26 66.7% 3.12
ATR 1.45 1.45 0.00 0.2% 0.00
Volume 1,850 2,505 655 35.4% 11,373
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 85.19 84.94 83.74
R3 84.54 84.29 83.56
R2 83.89 83.89 83.50
R1 83.64 83.64 83.44 83.71
PP 83.24 83.24 83.24 83.28
S1 82.99 82.99 83.32 83.06
S2 82.59 82.59 83.26
S3 81.94 82.34 83.20
S4 81.29 81.69 83.02
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 91.22 89.73 83.72
R3 88.10 86.61 82.86
R2 84.98 84.98 82.57
R1 83.49 83.49 82.29 82.68
PP 81.86 81.86 81.86 81.45
S1 80.37 80.37 81.71 79.56
S2 78.74 78.74 81.43
S3 75.62 77.25 81.14
S4 72.50 74.13 80.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.67 80.23 4.44 5.3% 1.25 1.5% 71% False False 2,936
10 84.67 80.23 4.44 5.3% 0.82 1.0% 71% False False 2,313
20 84.73 80.23 4.50 5.4% 0.70 0.8% 70% False False 2,324
40 84.95 73.35 11.60 13.9% 0.81 1.0% 86% False False 2,082
60 84.95 70.69 14.26 17.1% 0.77 0.9% 89% False False 1,862
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 0.07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.26
2.618 85.20
1.618 84.55
1.000 84.15
0.618 83.90
HIGH 83.50
0.618 83.25
0.500 83.18
0.382 83.10
LOW 82.85
0.618 82.45
1.000 82.20
1.618 81.80
2.618 81.15
4.250 80.09
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 83.31 83.34
PP 83.24 83.30
S1 83.18 83.27

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

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