NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 73.64 74.25 0.61 0.8% 78.76
High 74.56 75.88 1.32 1.8% 79.36
Low 73.26 73.91 0.65 0.9% 72.75
Close 73.93 75.32 1.39 1.9% 73.54
Range 1.30 1.97 0.67 51.5% 6.61
ATR 2.21 2.20 -0.02 -0.8% 0.00
Volume 69,677 75,950 6,273 9.0% 437,987
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 80.95 80.10 76.40
R3 78.98 78.13 75.86
R2 77.01 77.01 75.68
R1 76.16 76.16 75.50 76.59
PP 75.04 75.04 75.04 75.25
S1 74.19 74.19 75.14 74.62
S2 73.07 73.07 74.96
S3 71.10 72.22 74.78
S4 69.13 70.25 74.24
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 75.88 72.45 3.43 4.6% 1.63 2.2% 84% True False 84,679
10 81.02 72.45 8.57 11.4% 2.06 2.7% 33% False False 76,223
20 82.30 72.45 9.85 13.1% 2.27 3.0% 29% False False 56,112
40 83.60 72.45 11.15 14.8% 2.32 3.1% 26% False False 36,720
60 83.60 67.46 16.14 21.4% 2.20 2.9% 49% False False 27,653
80 83.60 67.46 16.14 21.4% 2.12 2.8% 49% False False 22,184
100 83.60 67.46 16.14 21.4% 2.01 2.7% 49% False False 18,502
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 84.25
2.618 81.04
1.618 79.07
1.000 77.85
0.618 77.10
HIGH 75.88
0.618 75.13
0.500 74.90
0.382 74.66
LOW 73.91
0.618 72.69
1.000 71.94
1.618 70.72
2.618 68.75
4.250 65.54
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 75.18 74.94
PP 75.04 74.55
S1 74.90 74.17

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

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