NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 80.08 80.16 0.08 0.1% 76.12
High 80.83 81.13 0.30 0.4% 79.49
Low 79.60 79.95 0.35 0.4% 74.28
Close 80.31 80.73 0.42 0.5% 79.32
Range 1.23 1.18 -0.05 -4.1% 5.21
ATR 1.92 1.87 -0.05 -2.8% 0.00
Volume 11,030 16,571 5,541 50.2% 88,455
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.14 83.62 81.38
R3 82.96 82.44 81.05
R2 81.78 81.78 80.95
R1 81.26 81.26 80.84 81.52
PP 80.60 80.60 80.60 80.74
S1 80.08 80.08 80.62 80.34
S2 79.42 79.42 80.51
S3 78.24 78.90 80.41
S4 77.06 77.72 80.08
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 93.33 91.53 82.19
R3 88.12 86.32 80.75
R2 82.91 82.91 80.28
R1 81.11 81.11 79.80 82.01
PP 77.70 77.70 77.70 78.15
S1 75.90 75.90 78.84 76.80
S2 72.49 72.49 78.36
S3 67.28 70.69 77.89
S4 62.07 65.48 76.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.13 75.62 5.51 6.8% 1.67 2.1% 93% True False 16,285
10 81.13 74.28 6.85 8.5% 1.79 2.2% 94% True False 19,237
20 82.00 73.72 8.28 10.3% 1.84 2.3% 85% False False 20,509
40 83.20 73.72 9.48 11.7% 1.98 2.5% 74% False False 14,722
60 84.09 71.19 12.90 16.0% 1.95 2.4% 74% False False 11,647
80 84.09 68.38 15.71 19.5% 1.81 2.2% 79% False False 9,678
100 84.09 68.38 15.71 19.5% 1.65 2.0% 79% False False 8,197
120 84.09 65.05 19.04 23.6% 1.51 1.9% 82% False False 7,235
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 86.15
2.618 84.22
1.618 83.04
1.000 82.31
0.618 81.86
HIGH 81.13
0.618 80.68
0.500 80.54
0.382 80.40
LOW 79.95
0.618 79.22
1.000 78.77
1.618 78.04
2.618 76.86
4.250 74.94
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 80.67 80.55
PP 80.60 80.36
S1 80.54 80.18

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

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