NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 74.00 73.12 -0.88 -1.2% 76.05
High 74.39 73.87 -0.52 -0.7% 79.04
Low 72.51 70.13 -2.38 -3.3% 74.85
Close 72.62 70.67 -1.95 -2.7% 75.47
Range 1.88 3.74 1.86 98.9% 4.19
ATR 2.51 2.60 0.09 3.5% 0.00
Volume 359,248 424,771 65,523 18.2% 1,663,053
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 82.78 80.46 72.73
R3 79.04 76.72 71.70
R2 75.30 75.30 71.36
R1 72.98 72.98 71.01 72.27
PP 71.56 71.56 71.56 71.20
S1 69.24 69.24 70.33 68.53
S2 67.82 67.82 69.98
S3 64.08 65.50 69.64
S4 60.34 61.76 68.61
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 89.02 86.44 77.77
R3 84.83 82.25 76.62
R2 80.64 80.64 76.24
R1 78.06 78.06 75.85 77.26
PP 76.45 76.45 76.45 76.05
S1 73.87 73.87 75.09 73.07
S2 72.26 72.26 74.70
S3 68.07 69.68 74.32
S4 63.88 65.49 73.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.90 70.13 7.77 11.0% 2.61 3.7% 7% False True 377,656
10 79.04 70.13 8.91 12.6% 2.84 4.0% 6% False True 360,907
20 80.88 70.13 10.75 15.2% 2.55 3.6% 5% False True 281,477
40 82.58 70.13 12.45 17.6% 2.51 3.6% 4% False True 180,846
60 82.58 66.10 16.48 23.3% 2.44 3.5% 28% False False 132,870
80 82.58 66.10 16.48 23.3% 2.40 3.4% 28% False False 103,099
100 82.58 66.10 16.48 23.3% 2.32 3.3% 28% False False 84,398
120 82.58 63.01 19.57 27.7% 2.22 3.1% 39% False False 71,284
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 0.63
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 89.77
2.618 83.66
1.618 79.92
1.000 77.61
0.618 76.18
HIGH 73.87
0.618 72.44
0.500 72.00
0.382 71.56
LOW 70.13
0.618 67.82
1.000 66.39
1.618 64.08
2.618 60.34
4.250 54.24
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 72.00 73.12
PP 71.56 72.30
S1 71.11 71.49

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

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