NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 74.51 73.78 -0.73 -1.0% 71.70
High 74.97 75.65 0.68 0.9% 75.65
Low 72.91 73.55 0.64 0.9% 70.83
Close 74.08 74.42 0.34 0.5% 74.42
Range 2.06 2.10 0.04 1.9% 4.82
ATR 2.27 2.26 -0.01 -0.5% 0.00
Volume 222,038 213,975 -8,063 -3.6% 959,752
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 80.84 79.73 75.58
R3 78.74 77.63 75.00
R2 76.64 76.64 74.81
R1 75.53 75.53 74.61 76.09
PP 74.54 74.54 74.54 74.82
S1 73.43 73.43 74.23 73.99
S2 72.44 72.44 74.04
S3 70.34 71.33 73.84
S4 68.24 69.23 73.27
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 88.09 86.08 77.07
R3 83.27 81.26 75.75
R2 78.45 78.45 75.30
R1 76.44 76.44 74.86 77.45
PP 73.63 73.63 73.63 74.14
S1 71.62 71.62 73.98 72.63
S2 68.81 68.81 73.54
S3 63.99 66.80 73.09
S4 59.17 61.98 71.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.65 70.83 4.82 6.5% 1.95 2.6% 74% True False 191,950
10 77.84 70.83 7.01 9.4% 2.07 2.8% 51% False False 198,457
20 80.77 70.83 9.94 13.4% 2.34 3.1% 36% False False 147,658
40 83.07 70.83 12.24 16.4% 2.38 3.2% 29% False False 89,128
60 83.19 66.82 16.37 22.0% 2.28 3.1% 46% False False 64,994
80 83.19 66.82 16.37 22.0% 2.19 2.9% 46% False False 50,385
100 83.19 66.82 16.37 22.0% 2.08 2.8% 46% False False 41,325
120 83.19 63.61 19.58 26.3% 1.93 2.6% 55% False False 35,144
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.58
2.618 81.15
1.618 79.05
1.000 77.75
0.618 76.95
HIGH 75.65
0.618 74.85
0.500 74.60
0.382 74.35
LOW 73.55
0.618 72.25
1.000 71.45
1.618 70.15
2.618 68.05
4.250 64.63
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 74.60 74.33
PP 74.54 74.23
S1 74.48 74.14

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

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