NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 76.09 75.00 -1.09 -1.4% 77.62
High 76.43 75.68 -0.75 -1.0% 80.40
Low 74.50 72.04 -2.46 -3.3% 76.49
Close 74.62 72.55 -2.07 -2.8% 77.25
Range 1.93 3.64 1.71 88.6% 3.91
ATR 2.42 2.50 0.09 3.6% 0.00
Volume 168,776 233,038 64,262 38.1% 488,828
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.34 82.09 74.55
R3 80.70 78.45 73.55
R2 77.06 77.06 73.22
R1 74.81 74.81 72.88 74.12
PP 73.42 73.42 73.42 73.08
S1 71.17 71.17 72.22 70.48
S2 69.78 69.78 71.88
S3 66.14 67.53 71.55
S4 62.50 63.89 70.55
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 89.78 87.42 79.40
R3 85.87 83.51 78.33
R2 81.96 81.96 77.97
R1 79.60 79.60 77.61 78.83
PP 78.05 78.05 78.05 77.66
S1 75.69 75.69 76.89 74.92
S2 74.14 74.14 76.53
S3 70.23 71.78 76.17
S4 66.32 67.87 75.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.60 72.04 7.56 10.4% 2.50 3.4% 7% False True 150,474
10 80.40 72.04 8.36 11.5% 2.73 3.8% 6% False True 127,416
20 81.59 72.04 9.55 13.2% 2.45 3.4% 5% False True 87,150
40 83.19 72.04 11.15 15.4% 2.42 3.3% 5% False True 56,254
60 83.19 66.82 16.37 22.6% 2.30 3.2% 35% False False 41,514
80 83.19 66.82 16.37 22.6% 2.18 3.0% 35% False False 32,643
100 83.19 66.82 16.37 22.6% 2.05 2.8% 35% False False 27,146
120 83.19 63.61 19.58 27.0% 1.87 2.6% 46% False False 23,168
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 0.69
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 91.15
2.618 85.21
1.618 81.57
1.000 79.32
0.618 77.93
HIGH 75.68
0.618 74.29
0.500 73.86
0.382 73.43
LOW 72.04
0.618 69.79
1.000 68.40
1.618 66.15
2.618 62.51
4.250 56.57
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 73.86 74.94
PP 73.42 74.14
S1 72.99 73.35

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

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