NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 73.55 73.27 -0.28 -0.4% 78.76
High 74.33 74.08 -0.25 -0.3% 79.36
Low 72.75 72.45 -0.30 -0.4% 72.75
Close 73.54 73.46 -0.08 -0.1% 73.54
Range 1.58 1.63 0.05 3.2% 6.61
ATR 2.33 2.28 -0.05 -2.2% 0.00
Volume 83,728 77,542 -6,186 -7.4% 437,987
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 78.22 77.47 74.36
R3 76.59 75.84 73.91
R2 74.96 74.96 73.76
R1 74.21 74.21 73.61 74.59
PP 73.33 73.33 73.33 73.52
S1 72.58 72.58 73.31 72.96
S2 71.70 71.70 73.16
S3 70.07 70.95 73.01
S4 68.44 69.32 72.56
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 78.09 72.45 5.64 7.7% 2.12 2.9% 18% False True 92,003
10 81.52 72.45 9.07 12.3% 2.13 2.9% 11% False True 70,626
20 82.30 72.45 9.85 13.4% 2.32 3.2% 10% False True 50,654
40 83.60 72.45 11.15 15.2% 2.32 3.2% 9% False True 33,634
60 83.60 67.46 16.14 22.0% 2.19 3.0% 37% False False 25,414
80 83.60 67.46 16.14 22.0% 2.09 2.8% 37% False False 20,506
100 83.60 67.46 16.14 22.0% 1.99 2.7% 37% False False 17,185
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.01
2.618 78.35
1.618 76.72
1.000 75.71
0.618 75.09
HIGH 74.08
0.618 73.46
0.500 73.27
0.382 73.07
LOW 72.45
0.618 71.44
1.000 70.82
1.618 69.81
2.618 68.18
4.250 65.52
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 73.40 73.50
PP 73.33 73.49
S1 73.27 73.47

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

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