NYMEX Light Sweet Crude Oil Future February 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 72.39 71.70 -0.69 -1.0% 77.46
High 72.97 72.54 -0.43 -0.6% 77.84
Low 71.30 70.83 -0.47 -0.7% 71.30
Close 71.95 71.86 -0.09 -0.1% 71.95
Range 1.67 1.71 0.04 2.4% 6.54
ATR 2.38 2.34 -0.05 -2.0% 0.00
Volume 226,825 187,814 -39,011 -17.2% 1,024,827
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 76.87 76.08 72.80
R3 75.16 74.37 72.33
R2 73.45 73.45 72.17
R1 72.66 72.66 72.02 73.06
PP 71.74 71.74 71.74 71.94
S1 70.95 70.95 71.70 71.35
S2 70.03 70.03 71.55
S3 68.32 69.24 71.39
S4 66.61 67.53 70.92
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 93.32 89.17 75.55
R3 86.78 82.63 73.75
R2 80.24 80.24 73.15
R1 76.09 76.09 72.55 74.90
PP 73.70 73.70 73.70 73.10
S1 69.55 69.55 71.35 68.36
S2 67.16 67.16 70.75
S3 60.62 63.01 70.15
S4 54.08 56.47 68.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.43 70.83 5.60 7.8% 2.11 2.9% 18% False True 217,512
10 80.40 70.83 9.57 13.3% 2.17 3.0% 11% False True 163,747
20 81.59 70.83 10.76 15.0% 2.38 3.3% 10% False True 116,420
40 83.19 70.83 12.36 17.2% 2.41 3.3% 8% False True 71,983
60 83.19 66.82 16.37 22.8% 2.32 3.2% 31% False False 52,620
80 83.19 66.82 16.37 22.8% 2.15 3.0% 31% False False 41,036
100 83.19 66.82 16.37 22.8% 2.05 2.9% 31% False False 33,865
120 83.19 63.61 19.58 27.2% 1.89 2.6% 42% False False 28,835
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.81
2.618 77.02
1.618 75.31
1.000 74.25
0.618 73.60
HIGH 72.54
0.618 71.89
0.500 71.69
0.382 71.48
LOW 70.83
0.618 69.77
1.000 69.12
1.618 68.06
2.618 66.35
4.250 63.56
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 71.80 72.01
PP 71.74 71.96
S1 71.69 71.91

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

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