NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 78.41 80.41 2.00 2.6% 77.54
High 78.81 80.60 1.79 2.3% 79.25
Low 77.51 78.53 1.02 1.3% 77.51
Close 78.41 80.41 2.00 2.6% 78.94
Range 1.30 2.07 0.77 59.2% 1.74
ATR 1.27 1.33 0.07 5.2% 0.00
Volume 1,540 2,430 890 57.8% 12,486
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 86.06 85.30 81.55
R3 83.99 83.23 80.98
R2 81.92 81.92 80.79
R1 81.16 81.16 80.60 81.45
PP 79.85 79.85 79.85 79.99
S1 79.09 79.09 80.22 79.38
S2 77.78 77.78 80.03
S3 75.71 77.02 79.84
S4 73.64 74.95 79.27
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 80.60 77.51 3.09 3.8% 0.96 1.2% 94% True False 2,832
10 80.60 77.20 3.40 4.2% 0.77 1.0% 94% True False 2,479
20 85.15 77.20 7.95 9.9% 1.13 1.4% 40% False False 2,821
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 89.40
2.618 86.02
1.618 83.95
1.000 82.67
0.618 81.88
HIGH 80.60
0.618 79.81
0.500 79.57
0.382 79.32
LOW 78.53
0.618 77.25
1.000 76.46
1.618 75.18
2.618 73.11
4.250 69.73
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 80.13 79.96
PP 79.85 79.51
S1 79.57 79.06

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

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