NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
28-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 79.88 80.73 0.85 1.1% 77.00
High 80.98 81.38 0.40 0.5% 79.98
Low 79.88 80.24 0.36 0.5% 75.02
Close 80.74 80.88 0.14 0.2% 79.86
Range 1.10 1.14 0.04 3.6% 4.96
ATR 1.84 1.79 -0.05 -2.7% 0.00
Volume 6,501 4,307 -2,194 -33.7% 38,426
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.25 83.71 81.51
R3 83.11 82.57 81.19
R2 81.97 81.97 81.09
R1 81.43 81.43 80.98 81.70
PP 80.83 80.83 80.83 80.97
S1 80.29 80.29 80.78 80.56
S2 79.69 79.69 80.67
S3 78.55 79.15 80.57
S4 77.41 78.01 80.25
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 93.17 91.47 82.59
R3 88.21 86.51 81.22
R2 83.25 83.25 80.77
R1 81.55 81.55 80.31 82.40
PP 78.29 78.29 78.29 78.71
S1 76.59 76.59 79.41 77.44
S2 73.33 73.33 78.95
S3 68.37 71.63 78.50
S4 63.41 66.67 77.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.38 75.02 6.36 7.9% 1.65 2.0% 92% True False 6,939
10 81.38 75.02 6.36 7.9% 1.66 2.0% 92% True False 9,151
20 83.05 74.52 8.53 10.5% 1.74 2.2% 75% False False 11,149
40 83.67 74.52 9.15 11.3% 1.82 2.3% 70% False False 8,677
60 84.42 71.93 12.49 15.4% 1.68 2.1% 72% False False 7,340
80 84.42 68.84 15.58 19.3% 1.49 1.8% 77% False False 6,305
100 84.42 68.84 15.58 19.3% 1.32 1.6% 77% False False 5,467
120 84.42 65.75 18.67 23.1% 1.21 1.5% 81% False False 4,908
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.23
2.618 84.36
1.618 83.22
1.000 82.52
0.618 82.08
HIGH 81.38
0.618 80.94
0.500 80.81
0.382 80.68
LOW 80.24
0.618 79.54
1.000 79.10
1.618 78.40
2.618 77.26
4.250 75.40
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 80.86 80.49
PP 80.83 80.10
S1 80.81 79.71

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

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