NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
21-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 77.00 75.79 -1.21 -1.6% 75.34
High 77.53 76.70 -0.83 -1.1% 77.41
Low 75.45 75.02 -0.43 -0.6% 74.78
Close 75.98 76.36 0.38 0.5% 76.68
Range 2.08 1.68 -0.40 -19.2% 2.63
ATR 1.86 1.85 -0.01 -0.7% 0.00
Volume 14,538 7,075 -7,463 -51.3% 53,974
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 81.07 80.39 77.28
R3 79.39 78.71 76.82
R2 77.71 77.71 76.67
R1 77.03 77.03 76.51 77.37
PP 76.03 76.03 76.03 76.20
S1 75.35 75.35 76.21 75.69
S2 74.35 74.35 76.05
S3 72.67 73.67 75.90
S4 70.99 71.99 75.44
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 75.02 2.51 3.3% 1.78 2.3% 53% False True 11,137
10 78.85 74.52 4.33 5.7% 1.74 2.3% 42% False False 12,025
20 83.05 74.52 8.53 11.2% 1.91 2.5% 22% False False 11,718
40 83.67 74.52 9.15 12.0% 1.87 2.4% 20% False False 8,462
60 84.42 69.30 15.12 19.8% 1.67 2.2% 47% False False 7,133
80 84.42 68.84 15.58 20.4% 1.45 1.9% 48% False False 6,091
100 84.42 68.84 15.58 20.4% 1.28 1.7% 48% False False 5,283
120 84.42 65.75 18.67 24.4% 1.18 1.5% 57% False False 4,731
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 True
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.84
2.618 81.10
1.618 79.42
1.000 78.38
0.618 77.74
HIGH 76.70
0.618 76.06
0.500 75.86
0.382 75.66
LOW 75.02
0.618 73.98
1.000 73.34
1.618 72.30
2.618 70.62
4.250 67.88
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 76.19 76.33
PP 76.03 76.30
S1 75.86 76.28

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

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