NYMEX Light Sweet Crude Oil Future January 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 69.63 69.57 -0.06 -0.1% 75.80
High 70.22 71.15 0.93 1.3% 76.10
Low 68.59 69.31 0.72 1.0% 69.46
Close 69.51 70.69 1.18 1.7% 69.87
Range 1.63 1.84 0.21 12.9% 6.64
ATR 2.41 2.37 -0.04 -1.7% 0.00
Volume 343,411 268,931 -74,480 -21.7% 2,130,223
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 75.90 75.14 71.70
R3 74.06 73.30 71.20
R2 72.22 72.22 71.03
R1 71.46 71.46 70.86 71.84
PP 70.38 70.38 70.38 70.58
S1 69.62 69.62 70.52 70.00
S2 68.54 68.54 70.35
S3 66.70 67.78 70.18
S4 64.86 65.94 69.68
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 91.73 87.44 73.52
R3 85.09 80.80 71.70
R2 78.45 78.45 71.09
R1 74.16 74.16 70.48 72.99
PP 71.81 71.81 71.81 71.22
S1 67.52 67.52 69.26 66.35
S2 65.17 65.17 68.65
S3 58.53 60.88 68.04
S4 51.89 54.24 66.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.87 68.59 5.28 7.5% 2.11 3.0% 40% False False 394,347
10 78.59 68.59 10.00 14.1% 2.22 3.1% 21% False False 374,573
20 80.88 68.59 12.29 17.4% 2.40 3.4% 17% False False 330,135
40 82.58 68.59 13.99 19.8% 2.49 3.5% 15% False False 213,668
60 82.58 66.10 16.48 23.3% 2.42 3.4% 28% False False 157,387
80 82.58 66.10 16.48 23.3% 2.37 3.3% 28% False False 121,746
100 82.58 66.10 16.48 23.3% 2.32 3.3% 28% False False 99,467
120 82.58 63.01 19.57 27.7% 2.23 3.1% 39% False False 84,053
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.62
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.97
2.618 75.97
1.618 74.13
1.000 72.99
0.618 72.29
HIGH 71.15
0.618 70.45
0.500 70.23
0.382 70.01
LOW 69.31
0.618 68.17
1.000 67.47
1.618 66.33
2.618 64.49
4.250 61.49
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 70.54 70.43
PP 70.38 70.16
S1 70.23 69.90

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

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