NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 73.43 74.52 1.09 1.5% 71.70
High 74.91 77.00 2.09 2.8% 75.65
Low 72.72 74.25 1.53 2.1% 70.83
Close 74.40 76.67 2.27 3.1% 74.42
Range 2.19 2.75 0.56 25.6% 4.82
ATR 2.24 2.28 0.04 1.6% 0.00
Volume 189,118 196,830 7,712 4.1% 959,752
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.22 83.20 78.18
R3 81.47 80.45 77.43
R2 78.72 78.72 77.17
R1 77.70 77.70 76.92 78.21
PP 75.97 75.97 75.97 76.23
S1 74.95 74.95 76.42 75.46
S2 73.22 73.22 76.17
S3 70.47 72.20 75.91
S4 67.72 69.45 75.16
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 77.00 72.72 4.28 5.6% 2.23 2.9% 92% True False 220,150
10 77.00 70.83 6.17 8.0% 2.00 2.6% 95% True False 212,242
20 80.40 70.83 9.57 12.5% 2.37 3.1% 61% False False 169,829
40 82.28 70.83 11.45 14.9% 2.37 3.1% 51% False False 103,839
60 83.19 67.75 15.44 20.1% 2.32 3.0% 58% False False 75,416
80 83.19 66.82 16.37 21.4% 2.21 2.9% 60% False False 58,458
100 83.19 66.82 16.37 21.4% 2.09 2.7% 60% False False 47,831
120 83.19 63.61 19.58 25.5% 1.96 2.6% 67% False False 40,605
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 0.49
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 88.69
2.618 84.20
1.618 81.45
1.000 79.75
0.618 78.70
HIGH 77.00
0.618 75.95
0.500 75.63
0.382 75.30
LOW 74.25
0.618 72.55
1.000 71.50
1.618 69.80
2.618 67.05
4.250 62.56
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 76.32 76.07
PP 75.97 75.46
S1 75.63 74.86

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

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