NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 75.00 72.69 -2.31 -3.1% 77.62
High 75.68 73.18 -2.50 -3.3% 80.40
Low 72.04 71.60 -0.44 -0.6% 76.49
Close 72.55 72.32 -0.23 -0.3% 77.25
Range 3.64 1.58 -2.06 -56.6% 3.91
ATR 2.50 2.44 -0.07 -2.6% 0.00
Volume 233,038 271,108 38,070 16.3% 488,828
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 77.11 76.29 73.19
R3 75.53 74.71 72.75
R2 73.95 73.95 72.61
R1 73.13 73.13 72.46 72.75
PP 72.37 72.37 72.37 72.18
S1 71.55 71.55 72.18 71.17
S2 70.79 70.79 72.03
S3 69.21 69.97 71.89
S4 67.63 68.39 71.45
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 71.60 8.00 11.1% 2.45 3.4% 9% False True 182,973
10 80.40 71.60 8.80 12.2% 2.64 3.7% 8% False True 139,531
20 81.59 71.60 9.99 13.8% 2.46 3.4% 7% False True 99,157
40 83.19 71.60 11.59 16.0% 2.44 3.4% 6% False True 62,571
60 83.19 66.82 16.37 22.6% 2.29 3.2% 34% False False 45,947
80 83.19 66.82 16.37 22.6% 2.17 3.0% 34% False False 35,989
100 83.19 66.82 16.37 22.6% 2.05 2.8% 34% False False 29,803
120 83.19 63.61 19.58 27.1% 1.88 2.6% 44% False False 25,414
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.71
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 79.90
2.618 77.32
1.618 75.74
1.000 74.76
0.618 74.16
HIGH 73.18
0.618 72.58
0.500 72.39
0.382 72.20
LOW 71.60
0.618 70.62
1.000 70.02
1.618 69.04
2.618 67.46
4.250 64.89
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 72.39 74.02
PP 72.37 73.45
S1 72.34 72.89

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

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