NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 79.28 79.63 0.35 0.4% 77.92
High 80.00 81.79 1.79 2.2% 80.00
Low 79.16 79.63 0.47 0.6% 77.76
Close 79.36 81.51 2.15 2.7% 79.36
Range 0.84 2.16 1.32 157.1% 2.24
ATR 1.99 2.02 0.03 1.6% 0.00
Volume 156,075 120,372 -35,703 -22.9% 504,543
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 87.46 86.64 82.70
R3 85.30 84.48 82.10
R2 83.14 83.14 81.91
R1 82.32 82.32 81.71 82.73
PP 80.98 80.98 80.98 81.18
S1 80.16 80.16 81.31 80.57
S2 78.82 78.82 81.11
S3 76.66 78.00 80.92
S4 74.50 75.84 80.32
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 81.79 77.76 4.03 4.9% 1.41 1.7% 93% True False 124,983
10 81.79 72.72 9.07 11.1% 1.82 2.2% 97% True False 170,921
20 81.79 70.83 10.96 13.4% 1.99 2.4% 97% True False 179,834
40 81.79 70.83 10.96 13.4% 2.20 2.7% 97% True False 120,279
60 83.19 70.74 12.45 15.3% 2.23 2.7% 87% False False 87,774
80 83.19 66.82 16.37 20.1% 2.18 2.7% 90% False False 68,429
100 83.19 66.82 16.37 20.1% 2.10 2.6% 90% False False 55,821
120 83.19 65.71 17.48 21.4% 1.98 2.4% 90% False False 47,368
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 90.97
2.618 87.44
1.618 85.28
1.000 83.95
0.618 83.12
HIGH 81.79
0.618 80.96
0.500 80.71
0.382 80.46
LOW 79.63
0.618 78.30
1.000 77.47
1.618 76.14
2.618 73.98
4.250 70.45
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 81.24 81.05
PP 80.98 80.59
S1 80.71 80.13

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

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