NYMEX Light Sweet Crude Oil Future September 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 83.15 82.92 -0.23 -0.3% 78.13
High 83.39 83.72 0.33 0.4% 81.81
Low 82.57 83.23 0.66 0.8% 77.51
Close 83.15 82.92 -0.23 -0.3% 81.85
Range 0.82 0.49 -0.33 -40.2% 4.30
ATR 1.21 1.17 -0.05 -3.8% 0.00
Volume 778 1,630 852 109.5% 9,313
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.76 84.33 83.19
R3 84.27 83.84 83.05
R2 83.78 83.78 83.01
R1 83.35 83.35 82.96 83.17
PP 83.29 83.29 83.29 83.20
S1 82.86 82.86 82.88 82.68
S2 82.80 82.80 82.83
S3 82.31 82.37 82.79
S4 81.82 81.88 82.65
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 83.72 80.30 3.42 4.1% 0.66 0.8% 77% True False 1,085
10 83.72 77.51 6.21 7.5% 0.81 1.0% 87% True False 1,959
20 84.79 77.20 7.59 9.2% 0.92 1.1% 75% False False 2,453
40 85.15 77.20 7.95 9.6% 1.01 1.2% 72% False False 2,442
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.80
2.618 85.00
1.618 84.51
1.000 84.21
0.618 84.02
HIGH 83.72
0.618 83.53
0.500 83.48
0.382 83.42
LOW 83.23
0.618 82.93
1.000 82.74
1.618 82.44
2.618 81.95
4.250 81.15
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 83.48 83.15
PP 83.29 83.07
S1 83.11 83.00

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

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