NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 82.54 81.56 -0.98 -1.2% 83.36
High 83.97 82.22 -1.75 -2.1% 84.67
Low 82.22 81.47 -0.75 -0.9% 81.86
Close 82.54 81.56 -0.98 -1.2% 82.54
Range 1.75 0.75 -1.00 -57.1% 2.81
ATR 1.47 1.45 -0.03 -2.0% 0.00
Volume 4,151 4,115 -36 -0.9% 12,119
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.00 83.53 81.97
R3 83.25 82.78 81.77
R2 82.50 82.50 81.70
R1 82.03 82.03 81.63 81.94
PP 81.75 81.75 81.75 81.70
S1 81.28 81.28 81.49 81.19
S2 81.00 81.00 81.42
S3 80.25 80.53 81.35
S4 79.50 79.78 81.15
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 81.47 3.20 3.9% 1.01 1.2% 3% False True 3,246
10 84.67 80.23 4.44 5.4% 0.96 1.2% 30% False False 2,877
20 84.67 80.23 4.44 5.4% 0.80 1.0% 30% False False 2,424
40 84.95 76.14 8.81 10.8% 0.80 1.0% 62% False False 2,215
60 84.95 70.69 14.26 17.5% 0.79 1.0% 76% False False 1,942
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.41
2.618 84.18
1.618 83.43
1.000 82.97
0.618 82.68
HIGH 82.22
0.618 81.93
0.500 81.85
0.382 81.76
LOW 81.47
0.618 81.01
1.000 80.72
1.618 80.26
2.618 79.51
4.250 78.28
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 81.85 82.72
PP 81.75 82.33
S1 81.66 81.95

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

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