NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 75.04 75.62 0.58 0.8% 74.10
High 76.22 78.30 2.08 2.7% 76.90
Low 74.28 75.62 1.34 1.8% 73.72
Close 75.74 77.86 2.12 2.8% 75.99
Range 1.94 2.68 0.74 38.1% 3.18
ATR 1.98 2.03 0.05 2.5% 0.00
Volume 17,152 15,168 -1,984 -11.6% 110,204
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 85.30 84.26 79.33
R3 82.62 81.58 78.60
R2 79.94 79.94 78.35
R1 78.90 78.90 78.11 79.42
PP 77.26 77.26 77.26 77.52
S1 76.22 76.22 77.61 76.74
S2 74.58 74.58 77.37
S3 71.90 73.54 77.12
S4 69.22 70.86 76.39
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 78.30 74.28 4.02 5.2% 2.09 2.7% 89% True False 20,847
10 78.30 73.72 4.58 5.9% 1.76 2.3% 90% True False 22,185
20 82.28 73.72 8.56 11.0% 2.11 2.7% 48% False False 20,336
40 83.20 73.72 9.48 12.2% 2.09 2.7% 44% False False 13,626
60 84.09 69.55 14.54 18.7% 1.99 2.6% 57% False False 10,900
80 84.09 68.38 15.71 20.2% 1.78 2.3% 60% False False 8,979
100 84.09 68.38 15.71 20.2% 1.63 2.1% 60% False False 7,613
120 84.09 65.05 19.04 24.5% 1.49 1.9% 67% False False 6,752
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 89.69
2.618 85.32
1.618 82.64
1.000 80.98
0.618 79.96
HIGH 78.30
0.618 77.28
0.500 76.96
0.382 76.64
LOW 75.62
0.618 73.96
1.000 72.94
1.618 71.28
2.618 68.60
4.250 64.23
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 77.56 77.34
PP 77.26 76.81
S1 76.96 76.29

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

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