NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 75.39 75.34 -0.05 -0.1% 81.21
High 75.96 75.77 -0.19 -0.3% 81.21
Low 74.52 74.78 0.26 0.3% 74.52
Close 75.39 75.34 -0.05 -0.1% 75.39
Range 1.44 0.99 -0.45 -31.3% 6.69
ATR 1.99 1.92 -0.07 -3.6% 0.00
Volume 13,579 11,697 -1,882 -13.9% 74,813
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 78.27 77.79 75.88
R3 77.28 76.80 75.61
R2 76.29 76.29 75.52
R1 75.81 75.81 75.43 75.84
PP 75.30 75.30 75.30 75.31
S1 74.82 74.82 75.25 74.85
S2 74.31 74.31 75.16
S3 73.32 73.83 75.07
S4 72.33 72.84 74.80
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 97.11 92.94 79.07
R3 90.42 86.25 77.23
R2 83.73 83.73 76.62
R1 79.56 79.56 76.00 78.30
PP 77.04 77.04 77.04 76.41
S1 72.87 72.87 74.78 71.61
S2 70.35 70.35 74.16
S3 63.66 66.18 73.55
S4 56.97 59.49 71.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.00 74.52 5.48 7.3% 1.88 2.5% 15% False False 14,251
10 83.05 74.52 8.53 11.3% 1.82 2.4% 10% False False 13,147
20 83.45 74.52 8.93 11.9% 1.93 2.6% 9% False False 9,808
40 84.42 74.52 9.90 13.1% 1.83 2.4% 8% False False 7,642
60 84.42 68.84 15.58 20.7% 1.63 2.2% 42% False False 6,455
80 84.42 68.84 15.58 20.7% 1.33 1.8% 42% False False 5,445
100 84.42 68.84 15.58 20.7% 1.22 1.6% 42% False False 4,768
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 79.98
2.618 78.36
1.618 77.37
1.000 76.76
0.618 76.38
HIGH 75.77
0.618 75.39
0.500 75.28
0.382 75.16
LOW 74.78
0.618 74.17
1.000 73.79
1.618 73.18
2.618 72.19
4.250 70.57
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 75.32 75.34
PP 75.30 75.34
S1 75.28 75.34

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

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