NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 75.19 77.18 1.99 2.6% 73.27
High 77.58 78.84 1.26 1.6% 76.33
Low 74.92 76.78 1.86 2.5% 72.45
Close 77.25 78.66 1.41 1.8% 75.23
Range 2.66 2.06 -0.60 -22.6% 3.88
ATR 2.20 2.19 -0.01 -0.5% 0.00
Volume 61,048 77,544 16,496 27.0% 392,652
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.27 83.53 79.79
R3 82.21 81.47 79.23
R2 80.15 80.15 79.04
R1 79.41 79.41 78.85 79.78
PP 78.09 78.09 78.09 78.28
S1 77.35 77.35 78.47 77.72
S2 76.03 76.03 78.28
S3 73.97 75.29 78.09
S4 71.91 73.23 77.53
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 78.84 73.52 5.32 6.8% 2.17 2.8% 97% True False 69,969
10 78.84 72.45 6.39 8.1% 1.95 2.5% 97% True False 74,629
20 81.52 72.45 9.07 11.5% 2.28 2.9% 68% False False 68,623
40 82.81 72.45 10.36 13.2% 2.28 2.9% 60% False False 45,383
60 83.60 69.77 13.83 17.6% 2.18 2.8% 64% False False 34,215
80 83.60 67.46 16.14 20.5% 2.10 2.7% 69% False False 27,337
100 83.60 67.46 16.14 20.5% 2.04 2.6% 69% False False 22,650
120 83.60 64.26 19.34 24.6% 1.92 2.4% 74% False False 19,535
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 87.60
2.618 84.23
1.618 82.17
1.000 80.90
0.618 80.11
HIGH 78.84
0.618 78.05
0.500 77.81
0.382 77.57
LOW 76.78
0.618 75.51
1.000 74.72
1.618 73.45
2.618 71.39
4.250 68.03
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 78.38 77.83
PP 78.09 77.01
S1 77.81 76.18

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

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