NYMEX Light Sweet Crude Oil Future August 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 85.60 85.97 0.37 0.4% 84.42
High 86.14 85.83 -0.31 -0.4% 86.44
Low 85.42 84.99 -0.43 -0.5% 83.93
Close 85.60 85.97 0.37 0.4% 85.97
Range 0.72 0.84 0.12 16.7% 2.51
ATR 1.16 1.14 -0.02 -2.0% 0.00
Volume 3,631 1,041 -2,590 -71.3% 10,339
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 88.12 87.88 86.43
R3 87.28 87.04 86.20
R2 86.44 86.44 86.12
R1 86.20 86.20 86.05 86.39
PP 85.60 85.60 85.60 85.69
S1 85.36 85.36 85.89 85.55
S2 84.76 84.76 85.82
S3 83.92 84.52 85.74
S4 83.08 83.68 85.51
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 92.98 91.98 87.35
R3 90.47 89.47 86.66
R2 87.96 87.96 86.43
R1 86.96 86.96 86.20 87.46
PP 85.45 85.45 85.45 85.70
S1 84.45 84.45 85.74 84.95
S2 82.94 82.94 85.51
S3 80.43 81.94 85.28
S4 77.92 79.43 84.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.44 83.93 2.51 2.9% 0.76 0.9% 81% False False 2,067
10 86.44 79.86 6.58 7.7% 0.71 0.8% 93% False False 1,455
20 86.44 76.35 10.09 11.7% 0.77 0.9% 95% False False 1,596
40 86.44 76.35 10.09 11.7% 0.81 0.9% 95% False False 2,091
60 86.44 76.35 10.09 11.7% 0.85 1.0% 95% False False 2,083
80 86.44 70.69 15.75 18.3% 0.83 1.0% 97% False False 1,915
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 -0.04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.40
2.618 88.03
1.618 87.19
1.000 86.67
0.618 86.35
HIGH 85.83
0.618 85.51
0.500 85.41
0.382 85.31
LOW 84.99
0.618 84.47
1.000 84.15
1.618 83.63
2.618 82.79
4.250 81.42
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 85.78 85.85
PP 85.60 85.73
S1 85.41 85.62

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

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