NYMEX Light Sweet Crude Oil Future August 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 83.38 82.54 -0.84 -1.0% 83.36
High 83.50 83.97 0.47 0.6% 84.67
Low 82.85 82.22 -0.63 -0.8% 81.86
Close 83.38 82.54 -0.84 -1.0% 82.54
Range 0.65 1.75 1.10 169.2% 2.81
ATR 1.45 1.47 0.02 1.5% 0.00
Volume 2,505 4,151 1,646 65.7% 12,119
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 88.16 87.10 83.50
R3 86.41 85.35 83.02
R2 84.66 84.66 82.86
R1 83.60 83.60 82.70 83.42
PP 82.91 82.91 82.91 82.82
S1 81.85 81.85 82.38 81.67
S2 81.16 81.16 82.22
S3 79.41 80.10 82.06
S4 77.66 78.35 81.58
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 91.45 89.81 84.09
R3 88.64 87.00 83.31
R2 85.83 85.83 83.06
R1 84.19 84.19 82.80 83.61
PP 83.02 83.02 83.02 82.73
S1 81.38 81.38 82.28 80.80
S2 80.21 80.21 82.02
S3 77.40 78.57 81.77
S4 74.59 75.76 80.99
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 5.4% 1.21 1.5% 52% False False 3,373
10 84.67 80.23 4.44 5.4% 0.93 1.1% 52% False False 2,592
20 84.67 80.23 4.44 5.4% 0.76 0.9% 52% False False 2,376
40 84.95 74.24 10.71 13.0% 0.82 1.0% 77% False False 2,149
60 84.95 70.69 14.26 17.3% 0.79 1.0% 83% False False 1,919
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 91.41
2.618 88.55
1.618 86.80
1.000 85.72
0.618 85.05
HIGH 83.97
0.618 83.30
0.500 83.10
0.382 82.89
LOW 82.22
0.618 81.14
1.000 80.47
1.618 79.39
2.618 77.64
4.250 74.78
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 83.10 83.45
PP 82.91 83.14
S1 82.73 82.84

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

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