NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 76.90 77.29 0.39 0.5% 81.96
High 78.29 78.47 0.18 0.2% 81.96
Low 76.90 76.21 -0.69 -0.9% 75.83
Close 77.85 77.29 -0.56 -0.7% 76.53
Range 1.39 2.26 0.87 62.6% 6.13
ATR 1.73 1.77 0.04 2.2% 0.00
Volume 5,071 5,125 54 1.1% 21,386
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.10 82.96 78.53
R3 81.84 80.70 77.91
R2 79.58 79.58 77.70
R1 78.44 78.44 77.50 78.42
PP 77.32 77.32 77.32 77.32
S1 76.18 76.18 77.08 76.16
S2 75.06 75.06 76.88
S3 72.80 73.92 76.67
S4 70.54 71.66 76.05
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 96.50 92.64 79.90
R3 90.37 86.51 78.22
R2 84.24 84.24 77.65
R1 80.38 80.38 77.09 79.25
PP 78.11 78.11 78.11 77.54
S1 74.25 74.25 75.97 73.12
S2 71.98 71.98 75.41
S3 65.85 68.12 74.84
S4 59.72 61.99 73.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.47 75.83 2.64 3.4% 1.30 1.7% 55% True False 4,004
10 84.05 75.83 8.22 10.6% 1.68 2.2% 18% False False 4,190
20 84.32 75.83 8.49 11.0% 1.69 2.2% 17% False False 3,698
40 85.24 75.83 9.41 12.2% 1.70 2.2% 16% False False 3,488
60 85.24 70.06 15.18 19.6% 1.66 2.2% 48% False False 3,275
80 85.24 70.06 15.18 19.6% 1.59 2.1% 48% False False 3,213
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 88.08
2.618 84.39
1.618 82.13
1.000 80.73
0.618 79.87
HIGH 78.47
0.618 77.61
0.500 77.34
0.382 77.07
LOW 76.21
0.618 74.81
1.000 73.95
1.618 72.55
2.618 70.29
4.250 66.61
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 77.34 77.34
PP 77.32 77.32
S1 77.31 77.31

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

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