NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 75.62 78.13 2.51 3.3% 74.10
High 78.30 79.49 1.19 1.5% 76.90
Low 75.62 77.42 1.80 2.4% 73.72
Close 77.86 79.32 1.46 1.9% 75.99
Range 2.68 2.07 -0.61 -22.8% 3.18
ATR 2.03 2.04 0.00 0.1% 0.00
Volume 15,168 29,579 14,411 95.0% 110,204
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.95 84.21 80.46
R3 82.88 82.14 79.89
R2 80.81 80.81 79.70
R1 80.07 80.07 79.51 80.44
PP 78.74 78.74 78.74 78.93
S1 78.00 78.00 79.13 78.37
S2 76.67 76.67 78.94
S3 74.60 75.93 78.75
S4 72.53 73.86 78.18
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 79.49 74.28 5.21 6.6% 2.07 2.6% 97% True False 21,766
10 79.49 73.72 5.77 7.3% 1.82 2.3% 97% True False 22,131
20 82.28 73.72 8.56 10.8% 2.09 2.6% 65% False False 20,984
40 83.20 73.72 9.48 12.0% 2.09 2.6% 59% False False 14,233
60 84.09 70.45 13.64 17.2% 1.97 2.5% 65% False False 11,326
80 84.09 68.38 15.71 19.8% 1.79 2.3% 70% False False 9,332
100 84.09 68.38 15.71 19.8% 1.64 2.1% 70% False False 7,888
120 84.09 65.05 19.04 24.0% 1.50 1.9% 75% False False 6,977
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 False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.29
2.618 84.91
1.618 82.84
1.000 81.56
0.618 80.77
HIGH 79.49
0.618 78.70
0.500 78.46
0.382 78.21
LOW 77.42
0.618 76.14
1.000 75.35
1.618 74.07
2.618 72.00
4.250 68.62
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 79.03 78.51
PP 78.74 77.70
S1 78.46 76.89

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

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