NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 74.00 73.55 -0.45 -0.6% 78.76
High 74.55 74.33 -0.22 -0.3% 79.36
Low 72.90 72.75 -0.15 -0.2% 72.75
Close 73.68 73.54 -0.14 -0.2% 73.54
Range 1.65 1.58 -0.07 -4.2% 6.61
ATR 2.39 2.33 -0.06 -2.4% 0.00
Volume 116,502 83,728 -32,774 -28.1% 437,987
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 78.28 77.49 74.41
R3 76.70 75.91 73.97
R2 75.12 75.12 73.83
R1 74.33 74.33 73.68 73.94
PP 73.54 73.54 73.54 73.34
S1 72.75 72.75 73.40 72.36
S2 71.96 71.96 73.25
S3 70.38 71.17 73.11
S4 68.80 69.59 72.67
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 95.05 90.90 77.18
R3 88.44 84.29 75.36
R2 81.83 81.83 74.75
R1 77.68 77.68 74.15 76.45
PP 75.22 75.22 75.22 74.60
S1 71.07 71.07 72.93 69.84
S2 68.61 68.61 72.33
S3 62.00 64.46 71.72
S4 55.39 57.85 69.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.36 72.75 6.61 9.0% 2.19 3.0% 12% False True 87,597
10 81.52 72.75 8.77 11.9% 2.26 3.1% 9% False True 65,855
20 82.30 72.75 9.55 13.0% 2.34 3.2% 8% False True 48,128
40 83.60 72.75 10.85 14.8% 2.32 3.2% 7% False True 32,060
60 83.60 67.46 16.14 21.9% 2.18 3.0% 38% False False 24,243
80 83.60 67.46 16.14 21.9% 2.09 2.8% 38% False False 19,590
100 83.60 67.46 16.14 21.9% 2.00 2.7% 38% False False 16,451
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 81.05
2.618 78.47
1.618 76.89
1.000 75.91
0.618 75.31
HIGH 74.33
0.618 73.73
0.500 73.54
0.382 73.35
LOW 72.75
0.618 71.77
1.000 71.17
1.618 70.19
2.618 68.61
4.250 66.04
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 73.54 74.91
PP 73.54 74.45
S1 73.54 74.00

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

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