NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 73.12 70.80 -2.32 -3.2% 76.05
High 73.87 71.39 -2.48 -3.4% 79.04
Low 70.13 69.81 -0.32 -0.5% 74.85
Close 70.67 70.54 -0.13 -0.2% 75.47
Range 3.74 1.58 -2.16 -57.8% 4.19
ATR 2.60 2.52 -0.07 -2.8% 0.00
Volume 424,771 526,968 102,197 24.1% 1,663,053
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 75.32 74.51 71.41
R3 73.74 72.93 70.97
R2 72.16 72.16 70.83
R1 71.35 71.35 70.68 70.97
PP 70.58 70.58 70.58 70.39
S1 69.77 69.77 70.40 69.39
S2 69.00 69.00 70.25
S3 67.42 68.19 70.11
S4 65.84 66.61 69.67
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 69.81 8.09 11.5% 2.53 3.6% 9% False True 414,870
10 79.04 69.81 9.23 13.1% 2.74 3.9% 8% False True 372,300
20 80.88 69.81 11.07 15.7% 2.55 3.6% 7% False True 300,965
40 82.58 69.81 12.77 18.1% 2.52 3.6% 6% False True 192,205
60 82.58 66.10 16.48 23.4% 2.43 3.4% 27% False False 141,403
80 82.58 66.10 16.48 23.4% 2.38 3.4% 27% False False 109,607
100 82.58 66.10 16.48 23.4% 2.32 3.3% 27% False False 89,593
120 82.58 63.01 19.57 27.7% 2.22 3.2% 38% False False 75,642
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 78.11
2.618 75.53
1.618 73.95
1.000 72.97
0.618 72.37
HIGH 71.39
0.618 70.79
0.500 70.60
0.382 70.41
LOW 69.81
0.618 68.83
1.000 68.23
1.618 67.25
2.618 65.67
4.250 63.10
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 70.60 72.10
PP 70.58 71.58
S1 70.56 71.06

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

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