NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 75.74 76.12 0.38 0.5% 74.10
High 76.90 76.84 -0.06 -0.1% 76.90
Low 75.24 74.82 -0.42 -0.6% 73.72
Close 75.99 75.32 -0.67 -0.9% 75.99
Range 1.66 2.02 0.36 21.7% 3.18
ATR 1.98 1.99 0.00 0.1% 0.00
Volume 20,377 26,556 6,179 30.3% 110,204
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 81.72 80.54 76.43
R3 79.70 78.52 75.88
R2 77.68 77.68 75.69
R1 76.50 76.50 75.51 76.08
PP 75.66 75.66 75.66 75.45
S1 74.48 74.48 75.13 74.06
S2 73.64 73.64 74.95
S3 71.62 72.46 74.76
S4 69.60 70.44 74.21
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 85.08 83.71 77.74
R3 81.90 80.53 76.86
R2 78.72 78.72 76.57
R1 77.35 77.35 76.28 78.04
PP 75.54 75.54 75.54 75.88
S1 74.17 74.17 75.70 74.86
S2 72.36 72.36 75.41
S3 69.18 70.99 75.12
S4 66.00 67.81 74.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.90 74.34 2.56 3.4% 1.75 2.3% 38% False False 22,637
10 79.29 73.72 5.57 7.4% 1.85 2.5% 29% False False 23,936
20 82.28 73.72 8.56 11.4% 2.08 2.8% 19% False False 19,662
40 84.00 73.72 10.28 13.6% 2.10 2.8% 16% False False 13,094
60 84.09 68.40 15.69 20.8% 1.94 2.6% 44% False False 10,547
80 84.09 68.38 15.71 20.9% 1.75 2.3% 44% False False 8,645
100 84.09 68.38 15.71 20.9% 1.61 2.1% 44% False False 7,326
120 84.09 65.05 19.04 25.3% 1.45 1.9% 54% False False 6,509
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.43
2.618 82.13
1.618 80.11
1.000 78.86
0.618 78.09
HIGH 76.84
0.618 76.07
0.500 75.83
0.382 75.59
LOW 74.82
0.618 73.57
1.000 72.80
1.618 71.55
2.618 69.53
4.250 66.24
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 75.83 75.68
PP 75.66 75.56
S1 75.49 75.44

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

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