NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 82.86 82.84 -0.02 0.0% 84.42
High 83.68 83.34 -0.34 -0.4% 86.44
Low 81.84 82.30 0.46 0.6% 83.93
Close 82.86 82.84 -0.02 0.0% 85.97
Range 1.84 1.04 -0.80 -43.5% 2.51
ATR 1.29 1.27 -0.02 -1.4% 0.00
Volume 5,388 3,306 -2,082 -38.6% 10,339
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 85.95 85.43 83.41
R3 84.91 84.39 83.13
R2 83.87 83.87 83.03
R1 83.35 83.35 82.94 83.36
PP 82.83 82.83 82.83 82.83
S1 82.31 82.31 82.74 82.32
S2 81.79 81.79 82.65
S3 80.75 81.27 82.55
S4 79.71 80.23 82.27
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 86.58 81.84 4.74 5.7% 1.31 1.6% 21% False False 2,814
10 86.58 81.84 4.74 5.7% 1.00 1.2% 21% False False 2,423
20 86.58 76.94 9.64 11.6% 0.96 1.2% 61% False False 1,920
40 86.58 76.35 10.23 12.3% 0.92 1.1% 63% False False 2,159
60 86.58 76.35 10.23 12.3% 0.91 1.1% 63% False False 2,141
80 86.58 70.69 15.89 19.2% 0.87 1.0% 76% False False 2,016
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 87.76
2.618 86.06
1.618 85.02
1.000 84.38
0.618 83.98
HIGH 83.34
0.618 82.94
0.500 82.82
0.382 82.70
LOW 82.30
0.618 81.66
1.000 81.26
1.618 80.62
2.618 79.58
4.250 77.88
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 82.83 83.42
PP 82.83 83.23
S1 82.82 83.03

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

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