NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 79.40 79.50 0.10 0.1% 74.97
High 80.11 80.49 0.38 0.5% 78.84
Low 78.78 79.21 0.43 0.5% 73.52
Close 79.59 80.03 0.44 0.6% 78.66
Range 1.33 1.28 -0.05 -3.8% 5.32
ATR 2.07 2.01 -0.06 -2.7% 0.00
Volume 36,014 46,354 10,340 28.7% 269,916
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 83.75 83.17 80.73
R3 82.47 81.89 80.38
R2 81.19 81.19 80.26
R1 80.61 80.61 80.15 80.90
PP 79.91 79.91 79.91 80.06
S1 79.33 79.33 79.91 79.62
S2 78.63 78.63 79.80
S3 77.35 78.05 79.68
S4 76.07 76.77 79.33
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 80.49 74.92 5.57 7.0% 1.73 2.2% 92% True False 49,818
10 80.49 73.52 6.97 8.7% 1.89 2.4% 93% True False 62,584
20 81.10 72.45 8.65 10.8% 1.98 2.5% 88% False False 67,884
40 82.81 72.45 10.36 12.9% 2.18 2.7% 73% False False 47,032
60 83.60 70.76 12.84 16.0% 2.15 2.7% 72% False False 35,602
80 83.60 67.46 16.14 20.2% 2.10 2.6% 78% False False 28,500
100 83.60 67.46 16.14 20.2% 2.04 2.5% 78% False False 23,633
120 83.60 64.26 19.34 24.2% 1.92 2.4% 82% False False 20,372
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 85.93
2.618 83.84
1.618 82.56
1.000 81.77
0.618 81.28
HIGH 80.49
0.618 80.00
0.500 79.85
0.382 79.70
LOW 79.21
0.618 78.42
1.000 77.93
1.618 77.14
2.618 75.86
4.250 73.77
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 79.97 79.84
PP 79.91 79.65
S1 79.85 79.46

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

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