NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 77.11 78.31 1.20 1.6% 81.56
High 77.35 78.64 1.29 1.7% 82.22
Low 77.29 77.57 0.28 0.4% 76.74
Close 77.11 78.31 1.20 1.6% 77.04
Range 0.06 1.07 1.01 1,683.3% 5.48
ATR 1.32 1.33 0.02 1.2% 0.00
Volume 1,487 2,170 683 45.9% 14,614
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 81.38 80.92 78.90
R3 80.31 79.85 78.60
R2 79.24 79.24 78.51
R1 78.78 78.78 78.41 78.85
PP 78.17 78.17 78.17 78.21
S1 77.71 77.71 78.21 77.78
S2 77.10 77.10 78.11
S3 76.03 76.64 78.02
S4 74.96 75.57 77.72
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 78.64 76.35 2.29 2.9% 0.60 0.8% 86% True False 1,747
10 83.97 76.35 7.62 9.7% 1.06 1.3% 26% False False 2,657
20 84.67 76.35 8.32 10.6% 0.91 1.2% 24% False False 2,427
40 84.95 76.35 8.60 11.0% 0.89 1.1% 23% False False 2,267
60 84.95 70.69 14.26 18.2% 0.84 1.1% 53% False False 2,069
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 83.19
2.618 81.44
1.618 80.37
1.000 79.71
0.618 79.30
HIGH 78.64
0.618 78.23
0.500 78.11
0.382 77.98
LOW 77.57
0.618 76.91
1.000 76.50
1.618 75.84
2.618 74.77
4.250 73.02
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 78.24 78.04
PP 78.17 77.77
S1 78.11 77.50

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

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