NYMEX Light Sweet Crude Oil Future February 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 82.65 82.88 0.23 0.3% 79.63
High 83.47 83.95 0.48 0.6% 83.52
Low 81.80 81.96 0.16 0.2% 79.63
Close 82.75 82.52 -0.23 -0.3% 82.75
Range 1.67 1.99 0.32 19.2% 3.89
ATR 1.92 1.93 0.00 0.3% 0.00
Volume 246,632 310,377 63,745 25.8% 1,259,492
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 88.78 87.64 83.61
R3 86.79 85.65 83.07
R2 84.80 84.80 82.88
R1 83.66 83.66 82.70 83.24
PP 82.81 82.81 82.81 82.60
S1 81.67 81.67 82.34 81.25
S2 80.82 80.82 82.16
S3 78.83 79.68 81.97
S4 76.84 77.69 81.43
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 93.64 92.08 84.89
R3 89.75 88.19 83.82
R2 85.86 85.86 83.46
R1 84.30 84.30 83.11 85.08
PP 81.97 81.97 81.97 82.36
S1 80.41 80.41 82.39 81.19
S2 78.08 78.08 82.04
S3 74.19 76.52 81.68
S4 70.30 72.63 80.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.95 80.85 3.10 3.8% 1.70 2.1% 54% True False 289,899
10 83.95 77.76 6.19 7.5% 1.56 1.9% 77% True False 207,441
20 83.95 70.83 13.12 15.9% 1.80 2.2% 89% True False 206,565
40 83.95 70.83 13.12 15.9% 2.13 2.6% 89% True False 152,861
60 83.95 70.83 13.12 15.9% 2.23 2.7% 89% True False 110,569
80 83.95 66.82 17.13 20.8% 2.17 2.6% 92% True False 86,102
100 83.95 66.82 17.13 20.8% 2.09 2.5% 92% True False 70,104
120 83.95 66.82 17.13 20.8% 2.01 2.4% 92% True False 59,263
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 0.41
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.41
2.618 89.16
1.618 87.17
1.000 85.94
0.618 85.18
HIGH 83.95
0.618 83.19
0.500 82.96
0.382 82.72
LOW 81.96
0.618 80.73
1.000 79.97
1.618 78.74
2.618 76.75
4.250 73.50
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 82.96 82.88
PP 82.81 82.76
S1 82.67 82.64

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

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