NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
28-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 78.60 79.40 0.80 1.0% 74.97
High 79.74 80.11 0.37 0.5% 78.84
Low 78.43 78.78 0.35 0.4% 73.52
Close 79.45 79.59 0.14 0.2% 78.66
Range 1.31 1.33 0.02 1.5% 5.32
ATR 2.13 2.07 -0.06 -2.7% 0.00
Volume 28,130 36,014 7,884 28.0% 269,916
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 83.48 82.87 80.32
R3 82.15 81.54 79.96
R2 80.82 80.82 79.83
R1 80.21 80.21 79.71 80.52
PP 79.49 79.49 79.49 79.65
S1 78.88 78.88 79.47 79.19
S2 78.16 78.16 79.35
S3 76.83 77.55 79.22
S4 75.50 76.22 78.86
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 92.97 91.13 81.59
R3 87.65 85.81 80.12
R2 82.33 82.33 79.64
R1 80.49 80.49 79.15 81.41
PP 77.01 77.01 77.01 77.47
S1 75.17 75.17 78.17 76.09
S2 71.69 71.69 77.68
S3 66.37 69.85 77.20
S4 61.05 64.53 75.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.11 73.52 6.59 8.3% 1.89 2.4% 92% True False 51,616
10 80.11 73.26 6.85 8.6% 1.90 2.4% 92% True False 64,917
20 81.52 72.45 9.07 11.4% 2.01 2.5% 79% False False 67,771
40 82.81 72.45 10.36 13.0% 2.19 2.8% 69% False False 46,314
60 83.60 69.77 13.83 17.4% 2.17 2.7% 71% False False 34,993
80 83.60 67.46 16.14 20.3% 2.10 2.6% 75% False False 27,987
100 83.60 67.46 16.14 20.3% 2.04 2.6% 75% False False 23,207
120 83.60 64.26 19.34 24.3% 1.92 2.4% 79% False False 20,009
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.76
2.618 83.59
1.618 82.26
1.000 81.44
0.618 80.93
HIGH 80.11
0.618 79.60
0.500 79.45
0.382 79.29
LOW 78.78
0.618 77.96
1.000 77.45
1.618 76.63
2.618 75.30
4.250 73.13
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 79.54 79.21
PP 79.49 78.83
S1 79.45 78.45

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

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