NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 08-Jan-2010
Day Change Summary
Previous Current
07-Jan-2010 08-Jan-2010 Change Change % Previous Week
Open 84.50 83.67 -0.83 -1.0% 81.23
High 84.50 84.50 0.00 0.0% 84.60
Low 83.36 83.00 -0.36 -0.4% 81.05
Close 83.75 83.87 0.12 0.1% 83.87
Range 1.14 1.50 0.36 31.6% 3.55
ATR 1.76 1.74 -0.02 -1.1% 0.00
Volume 60,368 42,910 -17,458 -28.9% 188,481
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 88.29 87.58 84.70
R3 86.79 86.08 84.28
R2 85.29 85.29 84.15
R1 84.58 84.58 84.01 84.94
PP 83.79 83.79 83.79 83.97
S1 83.08 83.08 83.73 83.44
S2 82.29 82.29 83.60
S3 80.79 81.58 83.46
S4 79.29 80.08 83.05
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 93.82 92.40 85.82
R3 90.27 88.85 84.85
R2 86.72 86.72 84.52
R1 85.30 85.30 84.20 86.01
PP 83.17 83.17 83.17 83.53
S1 81.75 81.75 83.54 82.46
S2 79.62 79.62 83.22
S3 76.07 78.20 82.89
S4 72.52 74.65 81.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.60 81.05 3.55 4.2% 1.56 1.9% 79% False False 37,696
10 84.60 77.42 7.18 8.6% 1.43 1.7% 90% False False 27,107
20 84.60 73.72 10.88 13.0% 1.60 1.9% 93% False False 24,646
40 84.60 73.72 10.88 13.0% 1.89 2.2% 93% False False 18,722
60 84.60 73.72 10.88 13.0% 1.94 2.3% 93% False False 14,636
80 84.60 68.38 16.22 19.3% 1.83 2.2% 95% False False 12,030
100 84.60 68.38 16.22 19.3% 1.67 2.0% 95% False False 10,122
120 84.60 68.38 16.22 19.3% 1.57 1.9% 95% False False 8,849
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.88
2.618 88.43
1.618 86.93
1.000 86.00
0.618 85.43
HIGH 84.50
0.618 83.93
0.500 83.75
0.382 83.57
LOW 83.00
0.618 82.07
1.000 81.50
1.618 80.57
2.618 79.07
4.250 76.63
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 83.83 83.70
PP 83.79 83.53
S1 83.75 83.37

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

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