NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 73.27 73.64 0.37 0.5% 78.76
High 74.08 74.56 0.48 0.6% 79.36
Low 72.45 73.26 0.81 1.1% 72.75
Close 73.46 73.93 0.47 0.6% 73.54
Range 1.63 1.30 -0.33 -20.2% 6.61
ATR 2.28 2.21 -0.07 -3.1% 0.00
Volume 77,542 69,677 -7,865 -10.1% 437,987
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 77.82 77.17 74.65
R3 76.52 75.87 74.29
R2 75.22 75.22 74.17
R1 74.57 74.57 74.05 74.90
PP 73.92 73.92 73.92 74.08
S1 73.27 73.27 73.81 73.60
S2 72.62 72.62 73.69
S3 71.32 71.97 73.57
S4 70.02 70.67 73.22
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 77.07 72.45 4.62 6.2% 1.96 2.7% 32% False False 90,334
10 81.10 72.45 8.65 11.7% 2.07 2.8% 17% False False 73,183
20 82.30 72.45 9.85 13.3% 2.25 3.0% 15% False False 53,246
40 83.60 72.45 11.15 15.1% 2.31 3.1% 13% False False 35,030
60 83.60 67.46 16.14 21.8% 2.18 3.0% 40% False False 26,506
80 83.60 67.46 16.14 21.8% 2.10 2.8% 40% False False 21,304
100 83.60 67.46 16.14 21.8% 2.00 2.7% 40% False False 17,797
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 80.09
2.618 77.96
1.618 76.66
1.000 75.86
0.618 75.36
HIGH 74.56
0.618 74.06
0.500 73.91
0.382 73.76
LOW 73.26
0.618 72.46
1.000 71.96
1.618 71.16
2.618 69.86
4.250 67.74
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 73.92 73.79
PP 73.92 73.65
S1 73.91 73.51

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

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