NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 81.26 82.28 1.02 1.3% 77.47
High 82.10 82.35 0.25 0.3% 80.45
Low 81.10 81.52 0.42 0.5% 75.60
Close 81.79 81.59 -0.20 -0.2% 80.37
Range 1.00 0.83 -0.17 -17.0% 4.85
ATR 1.87 1.79 -0.07 -4.0% 0.00
Volume 13,946 14,859 913 6.5% 74,756
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.31 83.78 82.05
R3 83.48 82.95 81.82
R2 82.65 82.65 81.74
R1 82.12 82.12 81.67 81.97
PP 81.82 81.82 81.82 81.75
S1 81.29 81.29 81.51 81.14
S2 80.99 80.99 81.44
S3 80.16 80.46 81.36
S4 79.33 79.63 81.13
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 82.35 78.51 3.84 4.7% 1.22 1.5% 80% True False 13,646
10 82.35 75.60 6.75 8.3% 1.67 2.0% 89% True False 16,024
20 83.66 75.00 8.66 10.6% 1.79 2.2% 76% False False 20,855
40 84.20 75.00 9.20 11.3% 1.94 2.4% 72% False False 18,881
60 84.85 71.98 12.87 15.8% 1.99 2.4% 75% False False 17,483
80 84.85 69.40 15.45 18.9% 1.97 2.4% 79% False False 16,105
100 84.85 69.40 15.45 18.9% 1.95 2.4% 79% False False 14,482
120 84.85 66.35 18.50 22.7% 1.93 2.4% 82% False False 13,590
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.31
Narrowest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 85.88
2.618 84.52
1.618 83.69
1.000 83.18
0.618 82.86
HIGH 82.35
0.618 82.03
0.500 81.94
0.382 81.84
LOW 81.52
0.618 81.01
1.000 80.69
1.618 80.18
2.618 79.35
4.250 77.99
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 81.94 81.58
PP 81.82 81.56
S1 81.71 81.55

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

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