NYMEX Light Sweet Crude Oil Future April 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 80.16 80.76 0.60 0.7% 76.12
High 81.13 81.37 0.24 0.3% 79.49
Low 79.95 80.52 0.57 0.7% 74.28
Close 80.73 80.63 -0.10 -0.1% 79.32
Range 1.18 0.85 -0.33 -28.0% 5.21
ATR 1.87 1.80 -0.07 -3.9% 0.00
Volume 16,571 16,332 -239 -1.4% 88,455
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 83.39 82.86 81.10
R3 82.54 82.01 80.86
R2 81.69 81.69 80.79
R1 81.16 81.16 80.71 81.00
PP 80.84 80.84 80.84 80.76
S1 80.31 80.31 80.55 80.15
S2 79.99 79.99 80.47
S3 79.14 79.46 80.40
S4 78.29 78.61 80.16
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 93.33 91.53 82.19
R3 88.12 86.32 80.75
R2 82.91 82.91 80.28
R1 81.11 81.11 79.80 82.01
PP 77.70 77.70 77.70 78.15
S1 75.90 75.90 78.84 76.80
S2 72.49 72.49 78.36
S3 67.28 70.69 77.89
S4 62.07 65.48 76.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.37 77.42 3.95 4.9% 1.31 1.6% 81% True False 16,517
10 81.37 74.28 7.09 8.8% 1.70 2.1% 90% True False 18,682
20 81.96 73.72 8.24 10.2% 1.78 2.2% 84% False False 20,520
40 83.20 73.72 9.48 11.8% 1.93 2.4% 73% False False 14,974
60 84.09 71.19 12.90 16.0% 1.94 2.4% 73% False False 11,863
80 84.09 68.38 15.71 19.5% 1.81 2.2% 78% False False 9,862
100 84.09 68.38 15.71 19.5% 1.66 2.1% 78% False False 8,346
120 84.09 65.71 18.38 22.8% 1.52 1.9% 81% False False 7,339
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 84.98
2.618 83.60
1.618 82.75
1.000 82.22
0.618 81.90
HIGH 81.37
0.618 81.05
0.500 80.95
0.382 80.84
LOW 80.52
0.618 79.99
1.000 79.67
1.618 79.14
2.618 78.29
4.250 76.91
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 80.95 80.58
PP 80.84 80.53
S1 80.74 80.49

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

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