NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
28-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 80.67 81.38 0.71 0.9% 78.26
High 82.03 82.40 0.37 0.5% 80.56
Low 80.67 81.38 0.71 0.9% 76.17
Close 81.81 81.96 0.15 0.2% 80.93
Range 1.36 1.02 -0.34 -25.0% 4.39
ATR 1.75 1.70 -0.05 -3.0% 0.00
Volume 2,251 1,930 -321 -14.3% 11,831
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.97 84.49 82.52
R3 83.95 83.47 82.24
R2 82.93 82.93 82.15
R1 82.45 82.45 82.05 82.69
PP 81.91 81.91 81.91 82.04
S1 81.43 81.43 81.87 81.67
S2 80.89 80.89 81.77
S3 79.87 80.41 81.68
S4 78.85 79.39 81.40
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 82.40 76.17 6.23 7.6% 1.53 1.9% 93% True False 2,427
10 82.40 76.17 6.23 7.6% 1.59 1.9% 93% True False 3,055
20 84.32 75.83 8.49 10.4% 1.62 2.0% 72% False False 3,539
40 84.50 75.83 8.67 10.6% 1.65 2.0% 71% False False 3,310
60 85.24 71.85 13.39 16.3% 1.66 2.0% 76% False False 3,272
80 85.24 70.06 15.18 18.5% 1.62 2.0% 78% False False 3,200
100 85.24 70.06 15.18 18.5% 1.62 2.0% 78% False False 3,070
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 9 trading days
Fibonacci Retracements and Extensions
4.250 86.74
2.618 85.07
1.618 84.05
1.000 83.42
0.618 83.03
HIGH 82.40
0.618 82.01
0.500 81.89
0.382 81.77
LOW 81.38
0.618 80.75
1.000 80.36
1.618 79.73
2.618 78.71
4.250 77.05
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 81.94 81.55
PP 81.91 81.14
S1 81.89 80.74

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

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