NYMEX Light Sweet Crude Oil Future September 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 78.24 78.94 0.70 0.9% 77.54
High 78.22 79.25 1.03 1.3% 79.25
Low 78.00 78.03 0.03 0.0% 77.51
Close 78.24 78.94 0.70 0.9% 78.94
Range 0.22 1.22 1.00 454.5% 1.74
ATR 1.36 1.35 -0.01 -0.7% 0.00
Volume 4,065 2,116 -1,949 -47.9% 12,486
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 82.40 81.89 79.61
R3 81.18 80.67 79.28
R2 79.96 79.96 79.16
R1 79.45 79.45 79.05 79.55
PP 78.74 78.74 78.74 78.79
S1 78.23 78.23 78.83 78.33
S2 77.52 77.52 78.72
S3 76.30 77.01 78.60
S4 75.08 75.79 78.27
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 83.79 83.10 79.90
R3 82.05 81.36 79.42
R2 80.31 80.31 79.26
R1 79.62 79.62 79.10 79.97
PP 78.57 78.57 78.57 78.74
S1 77.88 77.88 78.78 78.23
S2 76.83 76.83 78.62
S3 75.09 76.14 78.46
S4 73.35 74.40 77.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.25 77.51 1.74 2.2% 0.64 0.8% 82% True False 2,497
10 82.47 77.20 5.27 6.7% 0.97 1.2% 33% False False 2,907
20 85.15 77.20 7.95 10.1% 1.06 1.3% 22% False False 2,704
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 84.44
2.618 82.44
1.618 81.22
1.000 80.47
0.618 80.00
HIGH 79.25
0.618 78.78
0.500 78.64
0.382 78.50
LOW 78.03
0.618 77.28
1.000 76.81
1.618 76.06
2.618 74.84
4.250 72.85
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 78.84 78.84
PP 78.74 78.73
S1 78.64 78.63

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

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