NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 70.80 70.57 -0.23 -0.3% 75.80
High 71.39 71.20 -0.19 -0.3% 76.10
Low 69.81 69.46 -0.35 -0.5% 69.46
Close 70.54 69.87 -0.67 -0.9% 69.87
Range 1.58 1.74 0.16 10.1% 6.64
ATR 2.52 2.47 -0.06 -2.2% 0.00
Volume 526,968 407,657 -119,311 -22.6% 2,130,223
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 75.40 74.37 70.83
R3 73.66 72.63 70.35
R2 71.92 71.92 70.19
R1 70.89 70.89 70.03 70.54
PP 70.18 70.18 70.18 70.00
S1 69.15 69.15 69.71 68.80
S2 68.44 68.44 69.55
S3 66.70 67.41 69.39
S4 64.96 65.67 68.91
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 91.73 87.44 73.52
R3 85.09 80.80 71.70
R2 78.45 78.45 71.09
R1 74.16 74.16 70.48 72.99
PP 71.81 71.81 71.81 71.22
S1 67.52 67.52 69.26 66.35
S2 65.17 65.17 68.65
S3 58.53 60.88 68.04
S4 51.89 54.24 66.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.10 69.46 6.64 9.5% 2.27 3.2% 6% False True 426,044
10 79.04 69.46 9.58 13.7% 2.36 3.4% 4% False True 379,327
20 80.88 69.46 11.42 16.3% 2.49 3.6% 4% False True 315,795
40 82.58 69.46 13.12 18.8% 2.49 3.6% 3% False True 200,997
60 82.58 66.10 16.48 23.6% 2.44 3.5% 23% False False 147,800
80 82.58 66.10 16.48 23.6% 2.36 3.4% 23% False False 114,590
100 82.58 66.10 16.48 23.6% 2.32 3.3% 23% False False 93,594
120 82.58 63.01 19.57 28.0% 2.22 3.2% 35% False False 79,002
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.60
2.618 75.76
1.618 74.02
1.000 72.94
0.618 72.28
HIGH 71.20
0.618 70.54
0.500 70.33
0.382 70.12
LOW 69.46
0.618 68.38
1.000 67.72
1.618 66.64
2.618 64.90
4.250 62.07
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 70.33 71.67
PP 70.18 71.07
S1 70.02 70.47

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

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