NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 71.70 71.89 0.19 0.3% 77.46
High 72.54 73.21 0.67 0.9% 77.84
Low 70.83 71.69 0.86 1.2% 71.30
Close 71.86 72.69 0.83 1.2% 71.95
Range 1.71 1.52 -0.19 -11.1% 6.54
ATR 2.34 2.28 -0.06 -2.5% 0.00
Volume 187,814 166,311 -21,503 -11.4% 1,024,827
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 77.09 76.41 73.53
R3 75.57 74.89 73.11
R2 74.05 74.05 72.97
R1 73.37 73.37 72.83 73.71
PP 72.53 72.53 72.53 72.70
S1 71.85 71.85 72.55 72.19
S2 71.01 71.01 72.41
S3 69.49 70.33 72.27
S4 67.97 68.81 71.85
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 75.68 70.83 4.85 6.7% 2.02 2.8% 38% False False 217,019
10 79.97 70.83 9.14 12.6% 2.12 2.9% 20% False False 170,757
20 81.59 70.83 10.76 14.8% 2.31 3.2% 17% False False 123,091
40 83.19 70.83 12.36 17.0% 2.40 3.3% 15% False False 75,752
60 83.19 66.82 16.37 22.5% 2.29 3.2% 36% False False 55,296
80 83.19 66.82 16.37 22.5% 2.17 3.0% 36% False False 43,033
100 83.19 66.82 16.37 22.5% 2.06 2.8% 36% False False 35,451
120 83.19 63.61 19.58 26.9% 1.90 2.6% 46% False False 30,207
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 79.67
2.618 77.19
1.618 75.67
1.000 74.73
0.618 74.15
HIGH 73.21
0.618 72.63
0.500 72.45
0.382 72.27
LOW 71.69
0.618 70.75
1.000 70.17
1.618 69.23
2.618 67.71
4.250 65.23
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 72.61 72.47
PP 72.53 72.24
S1 72.45 72.02

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

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