NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 77.66 80.93 3.27 4.2% 76.30
High 79.73 80.56 0.83 1.0% 78.50
Low 77.62 79.07 1.45 1.9% 76.21
Close 79.51 80.93 1.42 1.8% 77.92
Range 2.11 1.49 -0.62 -29.4% 2.29
ATR 1.80 1.78 -0.02 -1.2% 0.00
Volume 2,440 2,721 281 11.5% 17,987
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.66 84.28 81.75
R3 83.17 82.79 81.34
R2 81.68 81.68 81.20
R1 81.30 81.30 81.07 81.68
PP 80.19 80.19 80.19 80.37
S1 79.81 79.81 80.79 80.19
S2 78.70 78.70 80.66
S3 77.21 78.32 80.52
S4 75.72 76.83 80.11
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 80.56 76.17 4.39 5.4% 1.78 2.2% 108% True False 2,863
10 80.56 75.83 4.73 5.8% 1.54 1.9% 108% True False 3,434
20 84.32 75.83 8.49 10.5% 1.72 2.1% 60% False False 3,789
40 84.50 75.83 8.67 10.7% 1.71 2.1% 59% False False 3,446
60 85.24 71.85 13.39 16.5% 1.66 2.0% 68% False False 3,312
80 85.24 70.06 15.18 18.8% 1.62 2.0% 72% False False 3,255
100 85.24 70.06 15.18 18.8% 1.63 2.0% 72% False False 3,076
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.24
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 86.89
2.618 84.46
1.618 82.97
1.000 82.05
0.618 81.48
HIGH 80.56
0.618 79.99
0.500 79.82
0.382 79.64
LOW 79.07
0.618 78.15
1.000 77.58
1.618 76.66
2.618 75.17
4.250 72.74
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 80.56 80.08
PP 80.19 79.22
S1 79.82 78.37

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

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