NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 81.56 81.90 0.34 0.4% 83.36
High 82.22 81.90 -0.32 -0.4% 84.67
Low 81.47 79.86 -1.61 -2.0% 81.86
Close 81.56 79.89 -1.67 -2.0% 82.54
Range 0.75 2.04 1.29 172.0% 2.81
ATR 1.45 1.49 0.04 2.9% 0.00
Volume 4,115 1,946 -2,169 -52.7% 12,119
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 86.67 85.32 81.01
R3 84.63 83.28 80.45
R2 82.59 82.59 80.26
R1 81.24 81.24 80.08 80.90
PP 80.55 80.55 80.55 80.38
S1 79.20 79.20 79.70 78.86
S2 78.51 78.51 79.52
S3 76.47 77.16 79.33
S4 74.43 75.12 78.77
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 79.86 4.81 6.0% 1.12 1.4% 1% False True 2,913
10 84.67 79.86 4.81 6.0% 1.09 1.4% 1% False True 2,955
20 84.67 79.86 4.81 6.0% 0.78 1.0% 1% False True 2,422
40 84.95 77.44 7.51 9.4% 0.85 1.1% 33% False False 2,215
60 84.95 70.69 14.26 17.8% 0.81 1.0% 65% False False 1,955
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 0.07
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 90.57
2.618 87.24
1.618 85.20
1.000 83.94
0.618 83.16
HIGH 81.90
0.618 81.12
0.500 80.88
0.382 80.64
LOW 79.86
0.618 78.60
1.000 77.82
1.618 76.56
2.618 74.52
4.250 71.19
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 80.88 81.92
PP 80.55 81.24
S1 80.22 80.57

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

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