NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 70.57 69.63 -0.94 -1.3% 75.80
High 71.20 70.22 -0.98 -1.4% 76.10
Low 69.46 68.59 -0.87 -1.3% 69.46
Close 69.87 69.51 -0.36 -0.5% 69.87
Range 1.74 1.63 -0.11 -6.3% 6.64
ATR 2.47 2.41 -0.06 -2.4% 0.00
Volume 407,657 343,411 -64,246 -15.8% 2,130,223
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 74.33 73.55 70.41
R3 72.70 71.92 69.96
R2 71.07 71.07 69.81
R1 70.29 70.29 69.66 69.87
PP 69.44 69.44 69.44 69.23
S1 68.66 68.66 69.36 68.24
S2 67.81 67.81 69.21
S3 66.18 67.03 69.06
S4 64.55 65.40 68.61
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 74.39 68.59 5.80 8.3% 2.11 3.0% 16% False True 412,411
10 79.04 68.59 10.45 15.0% 2.24 3.2% 9% False True 383,534
20 80.88 68.59 12.29 17.7% 2.46 3.5% 7% False True 323,725
40 82.58 68.59 13.99 20.1% 2.48 3.6% 7% False True 208,179
60 82.58 66.10 16.48 23.7% 2.45 3.5% 21% False False 153,140
80 82.58 66.10 16.48 23.7% 2.36 3.4% 21% False False 118,598
100 82.58 66.10 16.48 23.7% 2.31 3.3% 21% False False 96,924
120 82.58 63.01 19.57 28.2% 2.22 3.2% 33% False False 81,847
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.15
2.618 74.49
1.618 72.86
1.000 71.85
0.618 71.23
HIGH 70.22
0.618 69.60
0.500 69.41
0.382 69.21
LOW 68.59
0.618 67.58
1.000 66.96
1.618 65.95
2.618 64.32
4.250 61.66
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 69.48 69.99
PP 69.44 69.83
S1 69.41 69.67

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

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