NYMEX Light Sweet Crude Oil Future January 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	69.57	70.78	1.21	1.7%	75.80
High	71.15	73.55	2.40	3.4%	76.10
Low	69.31	70.59	1.28	1.8%	69.46
Close	70.69	72.66	1.97	2.8%	69.87
Range	1.84	2.96	1.12	60.9%	6.64
ATR	2.37	2.41	0.04	1.8%	0.00
Volume	268,931	262,945	-5,986	-2.2%	2,130,223

Daily Pivots for day following 16-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.15	79.86	74.29
R3	78.19	76.90	73.47
R2	75.23	75.23	73.20
R1	73.94	73.94	72.93	74.59
PP	72.27	72.27	72.27	72.59
S1	70.98	70.98	72.39	71.63
S2	69.31	69.31	72.12
S3	66.35	68.02	71.85
S4	63.39	65.06	71.03

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	73.55	68.59	4.96	6.8%	1.95	2.7%	82%	True	False	361,982
10	77.90	68.59	9.31	12.8%	2.28	3.1%	44%	False	False	369,819
20	80.88	68.59	12.29	16.9%	2.47	3.4%	33%	False	False	335,355
40	82.58	68.59	13.99	19.3%	2.51	3.5%	29%	False	False	219,128
60	82.58	66.10	16.48	22.7%	2.43	3.3%	40%	False	False	161,490
80	82.58	66.10	16.48	22.7%	2.39	3.3%	40%	False	False	124,867
100	82.58	66.10	16.48	22.7%	2.34	3.2%	40%	False	False	102,025
120	82.58	63.01	19.57	26.9%	2.23	3.1%	49%	False	False	86,167

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	0.57
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	86.13
2.618	81.30
1.618	78.34
1.000	76.51
0.618	75.38
HIGH	73.55
0.618	72.42
0.500	72.07
0.382	71.72
LOW	70.59
0.618	68.76
1.000	67.63
1.618	65.80
2.618	62.84
4.250	58.01

Fisher Pivots for day following 16-Dec-2009
Pivot	1 day	3 day
R1	72.46	72.13
PP	72.27	71.60
S1	72.07	71.07

Download as Excel Spreadsheet

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

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