NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 77.73 78.26 0.53 0.7% 76.30
High 78.50 78.74 0.24 0.3% 78.50
Low 76.96 76.69 -0.27 -0.4% 76.21
Close 77.92 77.16 -0.76 -1.0% 77.92
Range 1.54 2.05 0.51 33.1% 2.29
ATR 1.75 1.77 0.02 1.2% 0.00
Volume 2,488 3,874 1,386 55.7% 17,987
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 83.68 82.47 78.29
R3 81.63 80.42 77.72
R2 79.58 79.58 77.54
R1 78.37 78.37 77.35 77.95
PP 77.53 77.53 77.53 77.32
S1 76.32 76.32 76.97 75.90
S2 75.48 75.48 76.78
S3 73.43 74.27 76.60
S4 71.38 72.22 76.03
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.41 83.46 79.18
R3 82.12 81.17 78.55
R2 79.83 79.83 78.34
R1 78.88 78.88 78.13 79.36
PP 77.54 77.54 77.54 77.78
S1 76.59 76.59 77.71 77.07
S2 75.25 75.25 77.50
S3 72.96 74.30 77.29
S4 70.67 72.01 76.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.74 76.21 2.53 3.3% 1.65 2.1% 38% True False 3,682
10 81.31 75.83 5.48 7.1% 1.68 2.2% 24% False False 3,871
20 84.32 75.83 8.49 11.0% 1.74 2.3% 16% False False 3,866
40 85.24 75.83 9.41 12.2% 1.72 2.2% 14% False False 3,512
60 85.24 70.45 14.79 19.2% 1.67 2.2% 45% False False 3,260
80 85.24 70.06 15.18 19.7% 1.61 2.1% 47% False False 3,228
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.45
2.618 84.11
1.618 82.06
1.000 80.79
0.618 80.01
HIGH 78.74
0.618 77.96
0.500 77.72
0.382 77.47
LOW 76.69
0.618 75.42
1.000 74.64
1.618 73.37
2.618 71.32
4.250 67.98
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 77.72 77.48
PP 77.53 77.37
S1 77.35 77.27

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

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