NYMEX Light Sweet Crude Oil Future September 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 78.94 78.13 -0.81 -1.0% 77.54
High 79.25 78.73 -0.52 -0.7% 79.25
Low 78.03 78.73 0.70 0.9% 77.51
Close 78.94 78.13 -0.81 -1.0% 78.94
Range 1.22 0.00 -1.22 -100.0% 1.74
ATR 1.35 1.27 -0.08 -6.0% 0.00
Volume 2,116 4,011 1,895 89.6% 12,486
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 78.53 78.33 78.13
R3 78.53 78.33 78.13
R2 78.53 78.53 78.13
R1 78.33 78.33 78.13 78.13
PP 78.53 78.53 78.53 78.43
S1 78.33 78.33 78.13 78.13
S2 78.53 78.53 78.13
S3 78.53 78.33 78.13
S4 78.53 78.33 78.13
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 83.79 83.10 79.90
R3 82.05 81.36 79.42
R2 80.31 80.31 79.26
R1 79.62 79.62 79.10 79.97
PP 78.57 78.57 78.57 78.74
S1 77.88 77.88 78.78 78.23
S2 76.83 76.83 78.62
S3 75.09 76.14 78.46
S4 73.35 74.40 77.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.25 77.55 1.70 2.2% 0.58 0.7% 34% False False 3,003
10 82.00 77.20 4.80 6.1% 0.92 1.2% 19% False False 3,053
20 85.15 77.20 7.95 10.2% 1.06 1.4% 12% False False 2,825
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 78.73
2.618 78.73
1.618 78.73
1.000 78.73
0.618 78.73
HIGH 78.73
0.618 78.73
0.500 78.73
0.382 78.73
LOW 78.73
0.618 78.73
1.000 78.73
1.618 78.73
2.618 78.73
4.250 78.73
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 78.73 78.63
PP 78.53 78.46
S1 78.33 78.30

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

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