NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 75.52 74.68 -0.84 -1.1% 73.27
High 75.94 76.33 0.39 0.5% 76.33
Low 73.73 74.37 0.64 0.9% 72.45
Close 74.89 75.23 0.34 0.5% 75.23
Range 2.21 1.96 -0.25 -11.3% 3.88
ATR 2.20 2.18 -0.02 -0.8% 0.00
Volume 89,554 79,929 -9,625 -10.7% 392,652
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 81.19 80.17 76.31
R3 79.23 78.21 75.77
R2 77.27 77.27 75.59
R1 76.25 76.25 75.41 76.76
PP 75.31 75.31 75.31 75.57
S1 74.29 74.29 75.05 74.80
S2 73.35 73.35 74.87
S3 71.39 72.33 74.69
S4 69.43 70.37 74.15
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 86.31 84.65 77.36
R3 82.43 80.77 76.30
R2 78.55 78.55 75.94
R1 76.89 76.89 75.59 77.72
PP 74.67 74.67 74.67 75.09
S1 73.01 73.01 74.87 73.84
S2 70.79 70.79 74.52
S3 66.91 69.13 74.16
S4 63.03 65.25 73.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.33 72.45 3.88 5.2% 1.81 2.4% 72% True False 78,530
10 79.36 72.45 6.91 9.2% 2.00 2.7% 40% False False 83,063
20 81.53 72.45 9.08 12.1% 2.26 3.0% 31% False False 62,301
40 83.50 72.45 11.05 14.7% 2.29 3.0% 25% False False 40,130
60 83.60 67.46 16.14 21.5% 2.17 2.9% 48% False False 30,303
80 83.60 67.46 16.14 21.5% 2.12 2.8% 48% False False 24,224
100 83.60 67.46 16.14 21.5% 2.02 2.7% 48% False False 20,120
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.66
2.618 81.46
1.618 79.50
1.000 78.29
0.618 77.54
HIGH 76.33
0.618 75.58
0.500 75.35
0.382 75.12
LOW 74.37
0.618 73.16
1.000 72.41
1.618 71.20
2.618 69.24
4.250 66.04
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 75.35 75.16
PP 75.31 75.10
S1 75.27 75.03

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

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