NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 81.63 81.43 -0.20 -0.2% 77.92
High 82.00 83.52 1.52 1.9% 80.00
Low 80.95 80.85 -0.10 -0.1% 77.76
Close 81.77 83.18 1.41 1.7% 79.36
Range 1.05 2.67 1.62 154.3% 2.24
ATR 1.95 2.00 0.05 2.6% 0.00
Volume 263,542 258,887 -4,655 -1.8% 504,543
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 90.53 89.52 84.65
R3 87.86 86.85 83.91
R2 85.19 85.19 83.67
R1 84.18 84.18 83.42 84.69
PP 82.52 82.52 82.52 82.77
S1 81.51 81.51 82.94 82.02
S2 79.85 79.85 82.69
S3 77.18 78.84 82.45
S4 74.51 76.17 81.71
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 85.76 84.80 80.59
R3 83.52 82.56 79.98
R2 81.28 81.28 79.77
R1 80.32 80.32 79.57 80.80
PP 79.04 79.04 79.04 79.28
S1 78.08 78.08 79.15 78.56
S2 76.80 76.80 78.95
S3 74.56 75.84 78.74
S4 72.32 73.60 78.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.52 78.46 5.06 6.1% 1.61 1.9% 93% True False 187,193
10 83.52 72.72 10.80 13.0% 1.78 2.1% 97% True False 173,887
20 83.52 70.83 12.69 15.3% 1.92 2.3% 97% True False 193,858
40 83.52 70.83 12.69 15.3% 2.17 2.6% 97% True False 131,848
60 83.52 70.83 12.69 15.3% 2.22 2.7% 97% True False 95,896
80 83.52 66.82 16.70 20.1% 2.17 2.6% 98% True False 74,731
100 83.52 66.82 16.70 20.1% 2.12 2.6% 98% True False 60,967
120 83.52 66.82 16.70 20.1% 1.99 2.4% 98% True False 51,643
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 False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 94.87
2.618 90.51
1.618 87.84
1.000 86.19
0.618 85.17
HIGH 83.52
0.618 82.50
0.500 82.19
0.382 81.87
LOW 80.85
0.618 79.20
1.000 78.18
1.618 76.53
2.618 73.86
4.250 69.50
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 82.85 82.65
PP 82.52 82.11
S1 82.19 81.58

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

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