NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 75.89 77.00 1.11 1.5% 75.34
High 77.41 77.53 0.12 0.2% 77.41
Low 75.77 75.45 -0.32 -0.4% 74.78
Close 76.68 75.98 -0.70 -0.9% 76.68
Range 1.64 2.08 0.44 26.8% 2.63
ATR 1.85 1.86 0.02 0.9% 0.00
Volume 9,480 14,538 5,058 53.4% 53,974
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 82.56 81.35 77.12
R3 80.48 79.27 76.55
R2 78.40 78.40 76.36
R1 77.19 77.19 76.17 76.76
PP 76.32 76.32 76.32 76.10
S1 75.11 75.11 75.79 74.68
S2 74.24 74.24 75.60
S3 72.16 73.03 75.41
S4 70.08 70.95 74.84
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.18 83.06 78.13
R3 81.55 80.43 77.40
R2 78.92 78.92 77.16
R1 77.80 77.80 76.92 78.36
PP 76.29 76.29 76.29 76.57
S1 75.17 75.17 76.44 75.73
S2 73.66 73.66 76.20
S3 71.03 72.54 75.96
S4 68.40 69.91 75.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.53 75.04 2.49 3.3% 1.66 2.2% 38% True False 11,363
10 80.00 74.52 5.48 7.2% 1.77 2.3% 27% False False 12,807
20 83.05 74.52 8.53 11.2% 1.92 2.5% 17% False False 11,621
40 83.67 74.52 9.15 12.0% 1.87 2.5% 16% False False 8,412
60 84.42 68.99 15.43 20.3% 1.66 2.2% 45% False False 7,099
80 84.42 68.84 15.58 20.5% 1.43 1.9% 46% False False 6,048
100 84.42 68.84 15.58 20.5% 1.28 1.7% 46% False False 5,226
120 84.42 65.75 18.67 24.6% 1.17 1.5% 55% False False 4,681
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.37
2.618 82.98
1.618 80.90
1.000 79.61
0.618 78.82
HIGH 77.53
0.618 76.74
0.500 76.49
0.382 76.24
LOW 75.45
0.618 74.16
1.000 73.37
1.618 72.08
2.618 70.00
4.250 66.61
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 76.49 76.29
PP 76.32 76.18
S1 76.15 76.08

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

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