NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 77.29 77.73 0.44 0.6% 76.30
High 78.47 78.50 0.03 0.0% 78.50
Low 76.21 76.96 0.75 1.0% 76.21
Close 77.29 77.92 0.63 0.8% 77.92
Range 2.26 1.54 -0.72 -31.9% 2.29
ATR 1.77 1.75 -0.02 -0.9% 0.00
Volume 5,125 2,488 -2,637 -51.5% 17,987
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 82.41 81.71 78.77
R3 80.87 80.17 78.34
R2 79.33 79.33 78.20
R1 78.63 78.63 78.06 78.98
PP 77.79 77.79 77.79 77.97
S1 77.09 77.09 77.78 77.44
S2 76.25 76.25 77.64
S3 74.71 75.55 77.50
S4 73.17 74.01 77.07
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.41 83.46 79.18
R3 82.12 81.17 78.55
R2 79.83 79.83 78.34
R1 78.88 78.88 78.13 79.36
PP 77.54 77.54 77.54 77.78
S1 76.59 76.59 77.71 77.07
S2 75.25 75.25 77.50
S3 72.96 74.30 77.29
S4 70.67 72.01 76.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.50 76.21 2.29 2.9% 1.38 1.8% 75% True False 3,597
10 81.96 75.83 6.13 7.9% 1.58 2.0% 34% False False 3,937
20 84.32 75.83 8.49 10.9% 1.67 2.1% 25% False False 3,749
40 85.24 75.83 9.41 12.1% 1.71 2.2% 22% False False 3,470
60 85.24 70.06 15.18 19.5% 1.65 2.1% 52% False False 3,249
80 85.24 70.06 15.18 19.5% 1.60 2.1% 52% False False 3,200
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.05
2.618 82.53
1.618 80.99
1.000 80.04
0.618 79.45
HIGH 78.50
0.618 77.91
0.500 77.73
0.382 77.55
LOW 76.96
0.618 76.01
1.000 75.42
1.618 74.47
2.618 72.93
4.250 70.42
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 77.86 77.73
PP 77.79 77.54
S1 77.73 77.36

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

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