NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 75.79 76.30 0.51 0.7% 75.34
High 76.70 78.68 1.98 2.6% 77.41
Low 75.02 76.30 1.28 1.7% 74.78
Close 76.36 78.43 2.07 2.7% 76.68
Range 1.68 2.38 0.70 41.7% 2.63
ATR 1.85 1.89 0.04 2.0% 0.00
Volume 7,075 6,055 -1,020 -14.4% 53,974
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.94 84.07 79.74
R3 82.56 81.69 79.08
R2 80.18 80.18 78.87
R1 79.31 79.31 78.65 79.75
PP 77.80 77.80 77.80 78.02
S1 76.93 76.93 78.21 77.37
S2 75.42 75.42 77.99
S3 73.04 74.55 77.78
S4 70.66 72.17 77.12
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 78.68 75.02 3.66 4.7% 1.98 2.5% 93% True False 9,688
10 78.68 74.52 4.16 5.3% 1.62 2.1% 94% True False 11,065
20 83.05 74.52 8.53 10.9% 1.94 2.5% 46% False False 11,702
40 83.67 74.52 9.15 11.7% 1.89 2.4% 43% False False 8,473
60 84.42 69.30 15.12 19.3% 1.71 2.2% 60% False False 7,199
80 84.42 68.84 15.58 19.9% 1.48 1.9% 62% False False 6,129
100 84.42 68.84 15.58 19.9% 1.30 1.7% 62% False False 5,322
120 84.42 65.75 18.67 23.8% 1.19 1.5% 68% False False 4,774
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 88.80
2.618 84.91
1.618 82.53
1.000 81.06
0.618 80.15
HIGH 78.68
0.618 77.77
0.500 77.49
0.382 77.21
LOW 76.30
0.618 74.83
1.000 73.92
1.618 72.45
2.618 70.07
4.250 66.19
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 78.12 77.90
PP 77.80 77.38
S1 77.49 76.85

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

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