NYMEX Light Sweet Crude Oil Future August 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 82.24 82.40 0.16 0.2% 77.65
High 82.36 82.59 0.23 0.3% 81.00
Low 81.97 82.03 0.06 0.1% 76.94
Close 82.26 82.40 0.14 0.2% 81.40
Range 0.39 0.56 0.17 43.6% 4.06
ATR 1.33 1.27 -0.05 -4.1% 0.00
Volume 647 630 -17 -2.6% 6,312
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.02 83.77 82.71
R3 83.46 83.21 82.55
R2 82.90 82.90 82.50
R1 82.65 82.65 82.45 82.68
PP 82.34 82.34 82.34 82.36
S1 82.09 82.09 82.35 82.12
S2 81.78 81.78 82.30
S3 81.22 81.53 82.25
S4 80.66 80.97 82.09
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 91.96 90.74 83.63
R3 87.90 86.68 82.52
R2 83.84 83.84 82.14
R1 82.62 82.62 81.77 83.23
PP 79.78 79.78 79.78 80.09
S1 78.56 78.56 81.03 79.17
S2 75.72 75.72 80.66
S3 71.66 74.50 80.28
S4 67.60 70.44 79.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.59 76.94 5.65 6.9% 1.12 1.4% 97% True False 1,025
10 82.59 76.94 5.65 6.9% 0.86 1.0% 97% True False 1,501
20 84.67 76.35 8.32 10.1% 1.00 1.2% 73% False False 2,169
40 84.73 76.35 8.38 10.2% 0.86 1.0% 72% False False 2,206
60 84.95 73.35 11.60 14.1% 0.85 1.0% 78% False False 2,036
80 84.95 70.69 14.26 17.3% 0.82 1.0% 82% False False 1,904
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.97
2.618 84.06
1.618 83.50
1.000 83.15
0.618 82.94
HIGH 82.59
0.618 82.38
0.500 82.31
0.382 82.24
LOW 82.03
0.618 81.68
1.000 81.47
1.618 81.12
2.618 80.56
4.250 79.65
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 82.37 82.01
PP 82.34 81.62
S1 82.31 81.23

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

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