NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
21-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 76.12 75.04 -1.08 -1.4% 74.10
High 76.84 76.22 -0.62 -0.8% 76.90
Low 74.82 74.28 -0.54 -0.7% 73.72
Close 75.32 75.74 0.42 0.6% 75.99
Range 2.02 1.94 -0.08 -4.0% 3.18
ATR 1.99 1.98 0.00 -0.2% 0.00
Volume 26,556 17,152 -9,404 -35.4% 110,204
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 81.23 80.43 76.81
R3 79.29 78.49 76.27
R2 77.35 77.35 76.10
R1 76.55 76.55 75.92 76.95
PP 75.41 75.41 75.41 75.62
S1 74.61 74.61 75.56 75.01
S2 73.47 73.47 75.38
S3 71.53 72.67 75.21
S4 69.59 70.73 74.67
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 74.28 2.62 3.5% 1.90 2.5% 56% False True 22,189
10 78.05 73.72 4.33 5.7% 1.83 2.4% 47% False False 23,349
20 82.28 73.72 8.56 11.3% 2.06 2.7% 24% False False 20,144
40 83.20 73.72 9.48 12.5% 2.07 2.7% 21% False False 13,397
60 84.09 68.94 15.15 20.0% 1.96 2.6% 45% False False 10,700
80 84.09 68.38 15.71 20.7% 1.77 2.3% 47% False False 8,821
100 84.09 68.38 15.71 20.7% 1.61 2.1% 47% False False 7,481
120 84.09 65.05 19.04 25.1% 1.47 1.9% 56% False False 6,640
Crabel Price Patterns
NR True
NR4 False
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 True
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.47
2.618 81.30
1.618 79.36
1.000 78.16
0.618 77.42
HIGH 76.22
0.618 75.48
0.500 75.25
0.382 75.02
LOW 74.28
0.618 73.08
1.000 72.34
1.618 71.14
2.618 69.20
4.250 66.04
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 75.58 75.69
PP 75.41 75.64
S1 75.25 75.59

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

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