NYMEX Light Sweet Crude Oil Future May 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 75.66 76.74 1.08 1.4% 81.21
High 76.26 77.20 0.94 1.2% 81.21
Low 75.19 75.79 0.60 0.8% 74.52
Close 75.54 76.74 1.20 1.6% 75.39
Range 1.07 1.41 0.34 31.8% 6.69
ATR 1.86 1.84 -0.01 -0.8% 0.00
Volume 8,203 13,300 5,097 62.1% 74,813
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 80.81 80.18 77.52
R3 79.40 78.77 77.13
R2 77.99 77.99 77.00
R1 77.36 77.36 76.87 77.45
PP 76.58 76.58 76.58 76.62
S1 75.95 75.95 76.61 76.04
S2 75.17 75.17 76.48
S3 73.76 74.54 76.35
S4 72.35 73.13 75.96
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 77.20 74.52 2.68 3.5% 1.26 1.6% 83% True False 12,443
10 82.72 74.52 8.20 10.7% 1.74 2.3% 27% False False 13,436
20 83.45 74.52 8.93 11.6% 1.87 2.4% 25% False False 10,483
40 84.42 74.52 9.90 12.9% 1.83 2.4% 22% False False 7,955
60 84.42 68.84 15.58 20.3% 1.66 2.2% 51% False False 6,712
80 84.42 68.84 15.58 20.3% 1.36 1.8% 51% False False 5,664
100 84.42 68.84 15.58 20.3% 1.23 1.6% 51% False False 4,917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.19
2.618 80.89
1.618 79.48
1.000 78.61
0.618 78.07
HIGH 77.20
0.618 76.66
0.500 76.50
0.382 76.33
LOW 75.79
0.618 74.92
1.000 74.38
1.618 73.51
2.618 72.10
4.250 69.80
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 76.66 76.49
PP 76.58 76.24
S1 76.50 75.99

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

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