NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 78.66 78.80 0.14 0.2% 74.39
High 79.39 79.80 0.41 0.5% 78.25
Low 78.02 78.46 0.44 0.6% 72.72
Close 78.87 79.28 0.41 0.5% 78.05
Range 1.37 1.34 -0.03 -2.2% 5.53
ATR 2.14 2.08 -0.06 -2.7% 0.00
Volume 108,894 137,090 28,196 25.9% 870,323
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 83.20 82.58 80.02
R3 81.86 81.24 79.65
R2 80.52 80.52 79.53
R1 79.90 79.90 79.40 80.21
PP 79.18 79.18 79.18 79.34
S1 78.56 78.56 79.16 78.87
S2 77.84 77.84 79.03
S3 76.50 77.22 78.91
S4 75.16 75.88 78.54
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 79.80 74.25 5.55 7.0% 1.78 2.2% 91% True False 150,176
10 79.80 72.62 7.18 9.1% 1.97 2.5% 93% True False 182,441
20 79.97 70.83 9.14 11.5% 2.05 2.6% 92% False False 176,599
40 82.28 70.83 11.45 14.4% 2.25 2.8% 74% False False 114,792
60 83.19 70.26 12.93 16.3% 2.25 2.8% 70% False False 83,780
80 83.19 66.82 16.37 20.6% 2.20 2.8% 76% False False 65,119
100 83.19 66.82 16.37 20.6% 2.10 2.6% 76% False False 53,116
120 83.19 63.61 19.58 24.7% 1.98 2.5% 80% False False 45,103
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 85.50
2.618 83.31
1.618 81.97
1.000 81.14
0.618 80.63
HIGH 79.80
0.618 79.29
0.500 79.13
0.382 78.97
LOW 78.46
0.618 77.63
1.000 77.12
1.618 76.29
2.618 74.95
4.250 72.77
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 79.23 79.11
PP 79.18 78.95
S1 79.13 78.78

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

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