NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 77.02 77.11 0.09 0.1% 81.56
High 77.23 77.35 0.12 0.2% 82.22
Low 76.35 77.29 0.94 1.2% 76.74
Close 77.02 77.11 0.09 0.1% 77.04
Range 0.88 0.06 -0.82 -93.2% 5.48
ATR 1.39 1.32 -0.08 -5.5% 0.00
Volume 1,648 1,487 -161 -9.8% 14,614
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 77.43 77.33 77.14
R3 77.37 77.27 77.13
R2 77.31 77.31 77.12
R1 77.21 77.21 77.12 77.14
PP 77.25 77.25 77.25 77.22
S1 77.15 77.15 77.10 77.08
S2 77.19 77.19 77.10
S3 77.13 77.09 77.09
S4 77.07 77.03 77.08
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 95.11 91.55 80.05
R3 89.63 86.07 78.55
R2 84.15 84.15 78.04
R1 80.59 80.59 77.54 79.63
PP 78.67 78.67 78.67 78.19
S1 75.11 75.11 76.54 74.15
S2 73.19 73.19 76.04
S3 67.71 69.63 75.53
S4 62.23 64.15 74.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.69 76.35 3.34 4.3% 0.86 1.1% 23% False False 2,337
10 84.67 76.35 8.32 10.8% 0.99 1.3% 9% False False 2,625
20 84.67 76.35 8.32 10.8% 0.88 1.1% 9% False False 2,398
40 84.95 76.35 8.60 11.2% 0.89 1.2% 9% False False 2,252
60 84.95 70.69 14.26 18.5% 0.84 1.1% 45% False False 2,048
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 77.61
2.618 77.51
1.618 77.45
1.000 77.41
0.618 77.39
HIGH 77.35
0.618 77.33
0.500 77.32
0.382 77.31
LOW 77.29
0.618 77.25
1.000 77.23
1.618 77.19
2.618 77.13
4.250 77.04
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 77.32 77.04
PP 77.25 76.96
S1 77.18 76.89

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

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