NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
21-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 74.97 74.28 -0.69 -0.9% 73.27
High 76.09 75.60 -0.49 -0.6% 76.33
Low 74.01 73.52 -0.49 -0.7% 72.45
Close 74.55 75.06 0.51 0.7% 75.23
Range 2.08 2.08 0.00 0.0% 3.88
ATR 2.17 2.17 -0.01 -0.3% 0.00
Volume 75,977 55,347 -20,630 -27.2% 392,652
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 80.97 80.09 76.20
R3 78.89 78.01 75.63
R2 76.81 76.81 75.44
R1 75.93 75.93 75.25 76.37
PP 74.73 74.73 74.73 74.95
S1 73.85 73.85 74.87 74.29
S2 72.65 72.65 74.68
S3 70.57 71.77 74.49
S4 68.49 69.69 73.92
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 73.52 2.81 3.7% 2.06 2.7% 55% False True 75,351
10 77.07 72.45 4.62 6.2% 2.01 2.7% 56% False False 82,842
20 81.52 72.45 9.07 12.1% 2.25 3.0% 29% False False 66,561
40 82.81 72.45 10.36 13.8% 2.27 3.0% 25% False False 42,740
60 83.60 68.01 15.59 20.8% 2.19 2.9% 45% False False 32,123
80 83.60 67.46 16.14 21.5% 2.13 2.8% 47% False False 25,712
100 83.60 67.46 16.14 21.5% 2.01 2.7% 47% False False 21,369
120 83.60 64.26 19.34 25.8% 1.90 2.5% 56% False False 18,425
Crabel Price Patterns
NR False
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 True
Bear Hook False
Bull Hook False
Stretch 0.60
Fibonacci Retracements and Extensions
4.250 84.44
2.618 81.05
1.618 78.97
1.000 77.68
0.618 76.89
HIGH 75.60
0.618 74.81
0.500 74.56
0.382 74.31
LOW 73.52
0.618 72.23
1.000 71.44
1.618 70.15
2.618 68.07
4.250 64.68
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 74.89 75.02
PP 74.73 74.97
S1 74.56 74.93

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

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