NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 28-Dec-2009
Day Change Summary
Previous Current
24-Dec-2009 28-Dec-2009 Change Change % Previous Week
Open 80.93 80.67 -0.26 -0.3% 78.26
High 80.56 82.03 1.47 1.8% 80.56
Low 79.07 80.67 1.60 2.0% 76.17
Close 80.93 81.81 0.88 1.1% 80.93
Range 1.49 1.36 -0.13 -8.7% 4.39
ATR 1.78 1.75 -0.03 -1.7% 0.00
Volume 2,721 2,251 -470 -17.3% 11,831
Daily Pivots for day following 28-Dec-2009
Classic Woodie Camarilla DeMark
R4 85.58 85.06 82.56
R3 84.22 83.70 82.18
R2 82.86 82.86 82.06
R1 82.34 82.34 81.93 82.60
PP 81.50 81.50 81.50 81.64
S1 80.98 80.98 81.69 81.24
S2 80.14 80.14 81.56
S3 78.78 79.62 81.44
S4 77.42 78.26 81.06
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 92.39 91.05 83.34
R3 88.00 86.66 82.14
R2 83.61 83.61 81.73
R1 82.27 82.27 81.33 82.94
PP 79.22 79.22 79.22 79.56
S1 77.88 77.88 80.53 78.55
S2 74.83 74.83 80.13
S3 70.44 73.49 79.72
S4 66.05 69.10 78.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.03 76.17 5.86 7.2% 1.74 2.1% 96% True False 2,816
10 82.03 76.17 5.86 7.2% 1.56 1.9% 96% True False 3,206
20 84.32 75.83 8.49 10.4% 1.65 2.0% 70% False False 3,706
40 84.50 75.83 8.67 10.6% 1.70 2.1% 69% False False 3,365
60 85.24 71.85 13.39 16.4% 1.66 2.0% 74% False False 3,305
80 85.24 70.06 15.18 18.6% 1.62 2.0% 77% False False 3,271
100 85.24 70.06 15.18 18.6% 1.63 2.0% 77% False False 3,075
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 87.81
2.618 85.59
1.618 84.23
1.000 83.39
0.618 82.87
HIGH 82.03
0.618 81.51
0.500 81.35
0.382 81.19
LOW 80.67
0.618 79.83
1.000 79.31
1.618 78.47
2.618 77.11
4.250 74.89
Fisher Pivots for day following 28-Dec-2009
Pivot 1 day 3 day
R1 81.66 81.15
PP 81.50 80.49
S1 81.35 79.83

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

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