NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
21-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 78.13 78.41 0.28 0.4% 77.54
High 78.73 78.81 0.08 0.1% 79.25
Low 78.73 77.51 -1.22 -1.5% 77.51
Close 78.13 78.41 0.28 0.4% 78.94
Range 0.00 1.30 1.30 1.74
ATR 1.27 1.27 0.00 0.2% 0.00
Volume 4,011 1,540 -2,471 -61.6% 12,486
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 82.14 81.58 79.13
R3 80.84 80.28 78.77
R2 79.54 79.54 78.65
R1 78.98 78.98 78.53 79.06
PP 78.24 78.24 78.24 78.29
S1 77.68 77.68 78.29 77.76
S2 76.94 76.94 78.17
S3 75.64 76.38 78.05
S4 74.34 75.08 77.70
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 77.51 1.74 2.2% 0.68 0.9% 52% False True 2,956
10 81.02 77.20 3.82 4.9% 0.89 1.1% 32% False False 2,969
20 85.15 77.20 7.95 10.1% 1.08 1.4% 15% False False 2,775
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 84.34
2.618 82.21
1.618 80.91
1.000 80.11
0.618 79.61
HIGH 78.81
0.618 78.31
0.500 78.16
0.382 78.01
LOW 77.51
0.618 76.71
1.000 76.21
1.618 75.41
2.618 74.11
4.250 71.99
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 78.33 78.40
PP 78.24 78.39
S1 78.16 78.38

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

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