NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 75.34 75.66 0.32 0.4% 81.21
High 75.77 76.26 0.49 0.6% 81.21
Low 74.78 75.19 0.41 0.5% 74.52
Close 75.34 75.54 0.20 0.3% 75.39
Range 0.99 1.07 0.08 8.1% 6.69
ATR 1.92 1.86 -0.06 -3.2% 0.00
Volume 11,697 8,203 -3,494 -29.9% 74,813
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 78.87 78.28 76.13
R3 77.80 77.21 75.83
R2 76.73 76.73 75.74
R1 76.14 76.14 75.64 75.90
PP 75.66 75.66 75.66 75.55
S1 75.07 75.07 75.44 74.83
S2 74.59 74.59 75.34
S3 73.52 74.00 75.25
S4 72.45 72.93 74.95
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 97.11 92.94 79.07
R3 90.42 86.25 77.23
R2 83.73 83.73 76.62
R1 79.56 79.56 76.00 78.30
PP 77.04 77.04 77.04 76.41
S1 72.87 72.87 74.78 71.61
S2 70.35 70.35 74.16
S3 63.66 66.18 73.55
S4 56.97 59.49 71.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.85 74.52 4.33 5.7% 1.69 2.2% 24% False False 12,914
10 82.72 74.52 8.20 10.9% 1.78 2.4% 12% False False 13,275
20 83.45 74.52 8.93 11.8% 1.87 2.5% 11% False False 9,986
40 84.42 74.52 9.90 13.1% 1.83 2.4% 10% False False 7,677
60 84.42 68.84 15.58 20.6% 1.64 2.2% 43% False False 6,547
80 84.42 68.84 15.58 20.6% 1.35 1.8% 43% False False 5,515
100 84.42 68.84 15.58 20.6% 1.21 1.6% 43% False False 4,802
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.81
2.618 79.06
1.618 77.99
1.000 77.33
0.618 76.92
HIGH 76.26
0.618 75.85
0.500 75.73
0.382 75.60
LOW 75.19
0.618 74.53
1.000 74.12
1.618 73.46
2.618 72.39
4.250 70.64
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 75.73 75.49
PP 75.66 75.44
S1 75.60 75.39

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

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