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

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

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