NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 78.43 77.65 -0.78 -1.0% 77.02
High 78.92 79.04 0.12 0.2% 78.92
Low 78.75 77.65 -1.10 -1.4% 76.35
Close 78.43 77.65 -0.78 -1.0% 78.43
Range 0.17 1.39 1.22 717.6% 2.57
ATR 1.30 1.30 0.01 0.5% 0.00
Volume 1,433 2,462 1,029 71.8% 9,074
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 82.28 81.36 78.41
R3 80.89 79.97 78.03
R2 79.50 79.50 77.90
R1 78.58 78.58 77.78 78.35
PP 78.11 78.11 78.11 78.00
S1 77.19 77.19 77.52 76.96
S2 76.72 76.72 77.40
S3 75.33 75.80 77.27
S4 73.94 74.41 76.89
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 85.61 84.59 79.84
R3 83.04 82.02 79.14
R2 80.47 80.47 78.90
R1 79.45 79.45 78.67 79.96
PP 77.90 77.90 77.90 78.16
S1 76.88 76.88 78.19 77.39
S2 75.33 75.33 77.96
S3 72.76 74.31 77.72
S4 70.19 71.74 77.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.04 77.29 1.75 2.3% 0.59 0.8% 21% True False 1,977
10 81.90 76.35 5.55 7.1% 0.93 1.2% 23% False False 2,203
20 84.67 76.35 8.32 10.7% 0.94 1.2% 16% False False 2,540
40 84.73 76.35 8.38 10.8% 0.86 1.1% 16% False False 2,281
60 84.95 70.69 14.26 18.4% 0.83 1.1% 49% False False 2,060
80 84.95 70.69 14.26 18.4% 0.76 1.0% 49% False False 1,898
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.04
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 84.95
2.618 82.68
1.618 81.29
1.000 80.43
0.618 79.90
HIGH 79.04
0.618 78.51
0.500 78.35
0.382 78.18
LOW 77.65
0.618 76.79
1.000 76.26
1.618 75.40
2.618 74.01
4.250 71.74
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 78.35 78.18
PP 78.11 78.00
S1 77.88 77.83

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

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