NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 84.21 84.65 0.44 0.5% 81.11
High 85.02 85.43 0.41 0.5% 85.13
Low 83.61 83.62 0.01 0.0% 81.11
Close 84.47 84.14 -0.33 -0.4% 84.47
Range 1.41 1.81 0.40 28.4% 4.02
ATR 1.63 1.64 0.01 0.8% 0.00
Volume 18,842 24,732 5,890 31.3% 86,633
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 89.83 88.79 85.14
R3 88.02 86.98 84.64
R2 86.21 86.21 84.47
R1 85.17 85.17 84.31 84.79
PP 84.40 84.40 84.40 84.20
S1 83.36 83.36 83.97 82.98
S2 82.59 82.59 83.81
S3 80.78 81.55 83.64
S4 78.97 79.74 83.14
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 95.63 94.07 86.68
R3 91.61 90.05 85.58
R2 87.59 87.59 85.21
R1 86.03 86.03 84.84 86.81
PP 83.57 83.57 83.57 83.96
S1 82.01 82.01 84.10 82.79
S2 79.55 79.55 83.73
S3 75.53 77.99 83.36
S4 71.51 73.97 82.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.43 82.74 2.69 3.2% 1.49 1.8% 52% True False 20,493
10 85.43 79.88 5.55 6.6% 1.38 1.6% 77% True False 14,017
20 85.43 74.52 10.91 13.0% 1.52 1.8% 88% True False 12,307
40 85.43 74.52 10.91 13.0% 1.74 2.1% 88% True False 10,736
60 85.43 74.52 10.91 13.0% 1.75 2.1% 88% True False 8,966
80 85.43 68.84 16.59 19.7% 1.57 1.9% 92% True False 7,653
100 85.43 68.84 16.59 19.7% 1.35 1.6% 92% True False 6,607
120 85.43 68.84 16.59 19.7% 1.27 1.5% 92% True False 5,877
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 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.12
2.618 90.17
1.618 88.36
1.000 87.24
0.618 86.55
HIGH 85.43
0.618 84.74
0.500 84.53
0.382 84.31
LOW 83.62
0.618 82.50
1.000 81.81
1.618 80.69
2.618 78.88
4.250 75.93
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 84.53 84.52
PP 84.40 84.39
S1 84.27 84.27

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

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