NYMEX Light Sweet Crude Oil Future July 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 81.95 82.10 0.15 0.2% 78.26
High 82.60 82.80 0.20 0.2% 80.56
Low 81.66 82.05 0.39 0.5% 76.17
Close 82.31 82.10 -0.21 -0.3% 80.93
Range 0.94 0.75 -0.19 -20.2% 4.39
ATR 1.64 1.58 -0.06 -3.9% 0.00
Volume 2,518 3,538 1,020 40.5% 11,831
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.57 84.08 82.51
R3 83.82 83.33 82.31
R2 83.07 83.07 82.24
R1 82.58 82.58 82.17 82.48
PP 82.32 82.32 82.32 82.26
S1 81.83 81.83 82.03 81.73
S2 81.57 81.57 81.96
S3 80.82 81.08 81.89
S4 80.07 80.33 81.69
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 92.39 91.05 83.34
R3 88.00 86.66 82.14
R2 83.61 83.61 81.73
R1 82.27 82.27 81.33 82.94
PP 79.22 79.22 79.22 79.56
S1 77.88 77.88 80.53 78.55
S2 74.83 74.83 80.13
S3 70.44 73.49 79.72
S4 66.05 69.10 78.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.80 79.07 3.73 4.5% 1.11 1.4% 81% True False 2,591
10 82.80 76.17 6.63 8.1% 1.52 1.9% 89% True False 2,968
20 84.05 75.83 8.22 10.0% 1.56 1.9% 76% False False 3,460
40 84.50 75.83 8.67 10.6% 1.58 1.9% 72% False False 3,254
60 85.24 72.49 12.75 15.5% 1.63 2.0% 75% False False 3,305
80 85.24 70.06 15.18 18.5% 1.60 2.0% 79% False False 3,177
100 85.24 70.06 15.18 18.5% 1.61 2.0% 79% False False 3,090
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 0.27
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 85.99
2.618 84.76
1.618 84.01
1.000 83.55
0.618 83.26
HIGH 82.80
0.618 82.51
0.500 82.43
0.382 82.34
LOW 82.05
0.618 81.59
1.000 81.30
1.618 80.84
2.618 80.09
4.250 78.86
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 82.43 82.10
PP 82.32 82.09
S1 82.21 82.09

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

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