NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 28-Dec-2009
Day Change Summary
Previous Current
24-Dec-2009 28-Dec-2009 Change Change % Previous Week
Open 80.37 80.66 0.29 0.4% 77.47
High 80.45 81.51 1.06 1.3% 80.45
Low 78.51 80.31 1.80 2.3% 75.60
Close 80.37 81.26 0.89 1.1% 80.37
Range 1.94 1.20 -0.74 -38.1% 4.85
ATR 2.06 1.99 -0.06 -3.0% 0.00
Volume 24,185 6,661 -17,524 -72.5% 74,756
Daily Pivots for day following 28-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.63 84.14 81.92
R3 83.43 82.94 81.59
R2 82.23 82.23 81.48
R1 81.74 81.74 81.37 81.99
PP 81.03 81.03 81.03 81.15
S1 80.54 80.54 81.15 80.79
S2 79.83 79.83 81.04
S3 78.63 79.34 80.93
S4 77.43 78.14 80.60
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 93.36 91.71 83.04
R3 88.51 86.86 81.70
R2 83.66 83.66 81.26
R1 82.01 82.01 80.81 82.84
PP 78.81 78.81 78.81 79.22
S1 77.16 77.16 79.93 77.99
S2 73.96 73.96 79.48
S3 69.11 72.31 79.04
S4 64.26 67.46 77.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.51 75.60 5.91 7.3% 1.96 2.4% 96% True False 16,283
10 81.51 75.00 6.51 8.0% 1.79 2.2% 96% True False 18,298
20 83.78 75.00 8.78 10.8% 1.96 2.4% 71% False False 21,955
40 84.20 75.00 9.20 11.3% 2.06 2.5% 68% False False 18,981
60 84.85 71.32 13.53 16.7% 2.03 2.5% 73% False False 17,518
80 84.85 69.40 15.45 19.0% 2.01 2.5% 77% False False 16,059
100 84.85 69.40 15.45 19.0% 1.97 2.4% 77% False False 14,396
120 84.85 65.66 19.19 23.6% 1.94 2.4% 81% False False 13,442
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.33
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 86.61
2.618 84.65
1.618 83.45
1.000 82.71
0.618 82.25
HIGH 81.51
0.618 81.05
0.500 80.91
0.382 80.77
LOW 80.31
0.618 79.57
1.000 79.11
1.618 78.37
2.618 77.17
4.250 75.21
Fisher Pivots for day following 28-Dec-2009
Pivot 1 day 3 day
R1 81.14 80.56
PP 81.03 79.86
S1 80.91 79.16

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

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