NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 79.50 80.03 0.53 0.7% 74.97
High 80.49 80.71 0.22 0.3% 78.84
Low 79.21 79.87 0.66 0.8% 73.52
Close 80.03 80.02 -0.01 0.0% 78.66
Range 1.28 0.84 -0.44 -34.4% 5.32
ATR 2.01 1.93 -0.08 -4.2% 0.00
Volume 46,354 61,559 15,205 32.8% 269,916
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 82.72 82.21 80.48
R3 81.88 81.37 80.25
R2 81.04 81.04 80.17
R1 80.53 80.53 80.10 80.37
PP 80.20 80.20 80.20 80.12
S1 79.69 79.69 79.94 79.53
S2 79.36 79.36 79.87
S3 78.52 78.85 79.79
S4 77.68 78.01 79.56
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 80.71 76.78 3.93 4.9% 1.36 1.7% 82% True False 49,920
10 80.71 73.52 7.19 9.0% 1.78 2.2% 90% True False 61,145
20 81.02 72.45 8.57 10.7% 1.92 2.4% 88% False False 68,684
40 82.81 72.45 10.36 12.9% 2.12 2.7% 73% False False 48,039
60 83.60 70.76 12.84 16.0% 2.14 2.7% 72% False False 36,450
80 83.60 67.46 16.14 20.2% 2.07 2.6% 78% False False 29,181
100 83.60 67.46 16.14 20.2% 2.04 2.5% 78% False False 24,230
120 83.60 65.05 18.55 23.2% 1.92 2.4% 81% False False 20,845
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 84.28
2.618 82.91
1.618 82.07
1.000 81.55
0.618 81.23
HIGH 80.71
0.618 80.39
0.500 80.29
0.382 80.19
LOW 79.87
0.618 79.35
1.000 79.03
1.618 78.51
2.618 77.67
4.250 76.30
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 80.29 79.93
PP 80.20 79.84
S1 80.11 79.75

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

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