NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 28-Dec-2009
Day Change Summary
Previous Current
24-Dec-2009 28-Dec-2009 Change Change % Previous Week
Open 81.85 82.68 0.83 1.0% 78.13
High 81.81 82.66 0.85 1.0% 81.81
Low 80.30 82.56 2.26 2.8% 77.51
Close 81.85 82.68 0.83 1.0% 81.85
Range 1.51 0.10 -1.41 -93.4% 4.30
ATR 1.35 1.31 -0.04 -2.8% 0.00
Volume 1,332 515 -817 -61.3% 9,313
Daily Pivots for day following 28-Dec-2009
Classic Woodie Camarilla DeMark
R4 82.93 82.91 82.74
R3 82.83 82.81 82.71
R2 82.73 82.73 82.70
R1 82.71 82.71 82.69 82.73
PP 82.63 82.63 82.63 82.65
S1 82.61 82.61 82.67 82.63
S2 82.53 82.53 82.66
S3 82.43 82.51 82.65
S4 82.33 82.41 82.63
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 93.29 91.87 84.22
R3 88.99 87.57 83.03
R2 84.69 84.69 82.64
R1 83.27 83.27 82.24 83.98
PP 80.39 80.39 80.39 80.75
S1 78.97 78.97 81.46 79.68
S2 76.09 76.09 81.06
S3 71.79 74.67 80.67
S4 67.49 70.37 79.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.66 77.51 5.15 6.2% 1.00 1.2% 100% True False 1,965
10 82.66 77.51 5.15 6.2% 0.82 1.0% 100% True False 2,231
20 85.15 77.20 7.95 9.6% 1.06 1.3% 69% False False 2,716
40 85.15 77.20 7.95 9.6% 1.09 1.3% 69% False False 2,526
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 83.09
2.618 82.92
1.618 82.82
1.000 82.76
0.618 82.72
HIGH 82.66
0.618 82.62
0.500 82.61
0.382 82.60
LOW 82.56
0.618 82.50
1.000 82.46
1.618 82.40
2.618 82.30
4.250 82.14
Fisher Pivots for day following 28-Dec-2009
Pivot 1 day 3 day
R1 82.66 81.99
PP 82.63 81.29
S1 82.61 80.60

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

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