NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
28-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 77.92 78.66 0.74 0.9% 74.39
High 79.12 79.39 0.27 0.3% 78.25
Low 77.76 78.02 0.26 0.3% 72.72
Close 78.77 78.87 0.10 0.1% 78.05
Range 1.36 1.37 0.01 0.7% 5.53
ATR 2.20 2.14 -0.06 -2.7% 0.00
Volume 102,484 108,894 6,410 6.3% 870,323
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 82.87 82.24 79.62
R3 81.50 80.87 79.25
R2 80.13 80.13 79.12
R1 79.50 79.50 79.00 79.82
PP 78.76 78.76 78.76 78.92
S1 78.13 78.13 78.74 78.45
S2 77.39 77.39 78.62
S3 76.02 76.76 78.49
S4 74.65 75.39 78.12
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 92.93 91.02 81.09
R3 87.40 85.49 79.57
R2 81.87 81.87 79.06
R1 79.96 79.96 78.56 80.92
PP 76.34 76.34 76.34 76.82
S1 74.43 74.43 77.54 75.39
S2 70.81 70.81 77.04
S3 65.28 68.90 76.53
S4 59.75 63.37 75.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.39 72.72 6.67 8.5% 1.95 2.5% 92% True False 160,582
10 79.39 71.69 7.70 9.8% 1.99 2.5% 93% True False 185,363
20 80.40 70.83 9.57 12.1% 2.08 2.6% 84% False False 174,555
40 82.28 70.83 11.45 14.5% 2.26 2.9% 70% False False 112,249
60 83.19 69.21 13.98 17.7% 2.27 2.9% 69% False False 81,747
80 83.19 66.82 16.37 20.8% 2.20 2.8% 74% False False 63,472
100 83.19 66.82 16.37 20.8% 2.10 2.7% 74% False False 51,802
120 83.19 63.61 19.58 24.8% 1.97 2.5% 78% False False 43,980
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.21
2.618 82.98
1.618 81.61
1.000 80.76
0.618 80.24
HIGH 79.39
0.618 78.87
0.500 78.71
0.382 78.54
LOW 78.02
0.618 77.17
1.000 76.65
1.618 75.80
2.618 74.43
4.250 72.20
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 78.82 78.51
PP 78.76 78.15
S1 78.71 77.79

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

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