NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 82.40 82.74 0.34 0.4% 77.65
High 82.59 82.79 0.20 0.2% 81.00
Low 82.03 82.14 0.11 0.1% 76.94
Close 82.40 82.74 0.34 0.4% 81.40
Range 0.56 0.65 0.09 16.1% 4.06
ATR 1.27 1.23 -0.04 -3.5% 0.00
Volume 630 634 4 0.6% 6,312
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.51 84.27 83.10
R3 83.86 83.62 82.92
R2 83.21 83.21 82.86
R1 82.97 82.97 82.80 83.07
PP 82.56 82.56 82.56 82.60
S1 82.32 82.32 82.68 82.42
S2 81.91 81.91 82.62
S3 81.26 81.67 82.56
S4 80.61 81.02 82.38
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 82.79 78.07 4.72 5.7% 0.97 1.2% 99% True False 931
10 82.79 76.94 5.85 7.1% 0.91 1.1% 99% True False 1,416
20 84.67 76.35 8.32 10.1% 0.95 1.1% 77% False False 2,020
40 84.73 76.35 8.38 10.1% 0.83 1.0% 76% False False 2,164
60 84.95 73.35 11.60 14.0% 0.85 1.0% 81% False False 2,025
80 84.95 70.69 14.26 17.2% 0.82 1.0% 85% False False 1,878
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.55
2.618 84.49
1.618 83.84
1.000 83.44
0.618 83.19
HIGH 82.79
0.618 82.54
0.500 82.47
0.382 82.39
LOW 82.14
0.618 81.74
1.000 81.49
1.618 81.09
2.618 80.44
4.250 79.38
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 82.65 82.62
PP 82.56 82.50
S1 82.47 82.38

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

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