NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 74.25 75.52 1.27 1.7% 78.76
High 75.88 75.94 0.06 0.1% 79.36
Low 73.91 73.73 -0.18 -0.2% 72.75
Close 75.32 74.89 -0.43 -0.6% 73.54
Range 1.97 2.21 0.24 12.2% 6.61
ATR 2.20 2.20 0.00 0.0% 0.00
Volume 75,950 89,554 13,604 17.9% 437,987
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 81.48 80.40 76.11
R3 79.27 78.19 75.50
R2 77.06 77.06 75.30
R1 75.98 75.98 75.09 75.42
PP 74.85 74.85 74.85 74.57
S1 73.77 73.77 74.69 73.21
S2 72.64 72.64 74.48
S3 70.43 71.56 74.28
S4 68.22 69.35 73.67
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 95.05 90.90 77.18
R3 88.44 84.29 75.36
R2 81.83 81.83 74.75
R1 77.68 77.68 74.15 76.45
PP 75.22 75.22 75.22 74.60
S1 71.07 71.07 72.93 69.84
S2 68.61 68.61 72.33
S3 62.00 64.46 71.72
S4 55.39 57.85 69.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.94 72.45 3.49 4.7% 1.74 2.3% 70% True False 79,290
10 81.02 72.45 8.57 11.4% 2.10 2.8% 28% False False 80,494
20 81.86 72.45 9.41 12.6% 2.30 3.1% 26% False False 59,582
40 83.50 72.45 11.05 14.8% 2.28 3.0% 22% False False 38,609
60 83.60 67.46 16.14 21.6% 2.18 2.9% 46% False False 29,088
80 83.60 67.46 16.14 21.6% 2.11 2.8% 46% False False 23,271
100 83.60 67.46 16.14 21.6% 2.02 2.7% 46% False False 19,348
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 85.33
2.618 81.73
1.618 79.52
1.000 78.15
0.618 77.31
HIGH 75.94
0.618 75.10
0.500 74.84
0.382 74.57
LOW 73.73
0.618 72.36
1.000 71.52
1.618 70.15
2.618 67.94
4.250 64.34
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 74.87 74.79
PP 74.85 74.70
S1 74.84 74.60

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

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