NYMEX Light Sweet Crude Oil Future August 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 77.96 79.97 2.01 2.6% 77.02
High 78.32 80.18 1.86 2.4% 78.92
Low 76.94 78.07 1.13 1.5% 76.35
Close 77.96 79.97 2.01 2.6% 78.43
Range 1.38 2.11 0.73 52.9% 2.57
ATR 1.31 1.37 0.07 5.0% 0.00
Volume 1,103 1,308 205 18.6% 9,074
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 85.74 84.96 81.13
R3 83.63 82.85 80.55
R2 81.52 81.52 80.36
R1 80.74 80.74 80.16 81.03
PP 79.41 79.41 79.41 79.55
S1 78.63 78.63 79.78 78.92
S2 77.30 77.30 79.58
S3 75.19 76.52 79.39
S4 73.08 74.41 78.81
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 85.61 84.59 79.84
R3 83.04 82.02 79.14
R2 80.47 80.47 78.90
R1 79.45 79.45 78.67 79.96
PP 77.90 77.90 77.90 78.16
S1 76.88 76.88 78.19 77.39
S2 75.33 75.33 77.96
S3 72.76 74.31 77.72
S4 70.19 71.74 77.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.18 76.94 3.24 4.1% 1.07 1.3% 94% True False 1,728
10 80.18 76.35 3.83 4.8% 0.83 1.0% 95% True False 1,737
20 84.67 76.35 8.32 10.4% 1.08 1.4% 44% False False 2,432
40 84.73 76.35 8.38 10.5% 0.87 1.1% 43% False False 2,255
60 84.95 71.29 13.66 17.1% 0.88 1.1% 64% False False 2,045
80 84.95 70.69 14.26 17.8% 0.81 1.0% 65% False False 1,902
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 0.08
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 89.15
2.618 85.70
1.618 83.59
1.000 82.29
0.618 81.48
HIGH 80.18
0.618 79.37
0.500 79.13
0.382 78.88
LOW 78.07
0.618 76.77
1.000 75.96
1.618 74.66
2.618 72.55
4.250 69.10
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 79.69 79.50
PP 79.41 79.03
S1 79.13 78.56

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

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