NYMEX Light Sweet Crude Oil Future June 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 76.60 76.96 0.36 0.5% 75.48
High 77.53 79.45 1.92 2.5% 78.04
Low 75.60 76.80 1.20 1.6% 75.00
Close 76.94 78.97 2.03 2.6% 77.33
Range 1.93 2.65 0.72 37.3% 3.04
ATR 2.02 2.06 0.05 2.2% 0.00
Volume 14,995 14,701 -294 -2.0% 101,569
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 86.36 85.31 80.43
R3 83.71 82.66 79.70
R2 81.06 81.06 79.46
R1 80.01 80.01 79.21 80.54
PP 78.41 78.41 78.41 78.67
S1 77.36 77.36 78.73 77.89
S2 75.76 75.76 78.48
S3 73.11 74.71 78.24
S4 70.46 72.06 77.51
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 85.91 84.66 79.00
R3 82.87 81.62 78.17
R2 79.83 79.83 77.89
R1 78.58 78.58 77.61 79.21
PP 76.79 76.79 76.79 77.10
S1 75.54 75.54 77.05 76.17
S2 73.75 73.75 76.77
S3 70.71 72.50 76.49
S4 67.67 69.46 75.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.45 75.60 3.85 4.9% 2.11 2.7% 88% True False 18,402
10 79.45 75.00 4.45 5.6% 1.78 2.2% 89% True False 21,493
20 83.78 75.00 8.78 11.1% 2.12 2.7% 45% False False 23,393
40 84.20 75.00 9.20 11.6% 2.12 2.7% 43% False False 18,981
60 84.85 70.13 14.72 18.6% 2.07 2.6% 60% False False 17,454
80 84.85 69.40 15.45 19.6% 2.02 2.6% 62% False False 15,825
100 84.85 69.40 15.45 19.6% 1.97 2.5% 62% False False 14,356
120 84.85 65.66 19.19 24.3% 1.93 2.5% 69% False False 13,263
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 0.35
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 90.71
2.618 86.39
1.618 83.74
1.000 82.10
0.618 81.09
HIGH 79.45
0.618 78.44
0.500 78.13
0.382 77.81
LOW 76.80
0.618 75.16
1.000 74.15
1.618 72.51
2.618 69.86
4.250 65.54
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 78.69 78.49
PP 78.41 78.01
S1 78.13 77.53

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

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