NYMEX Light Sweet Crude Oil Future March 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 80.03 80.34 0.31 0.4% 78.60
High 80.71 82.28 1.57 1.9% 80.71
Low 79.87 80.34 0.47 0.6% 78.43
Close 80.02 82.12 2.10 2.6% 80.02
Range 0.84 1.94 1.10 131.0% 2.28
ATR 1.93 1.95 0.02 1.2% 0.00
Volume 61,559 47,513 -14,046 -22.8% 172,057
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 87.40 86.70 83.19
R3 85.46 84.76 82.65
R2 83.52 83.52 82.48
R1 82.82 82.82 82.30 83.17
PP 81.58 81.58 81.58 81.76
S1 80.88 80.88 81.94 81.23
S2 79.64 79.64 81.76
S3 77.70 78.94 81.59
S4 75.76 77.00 81.05
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 86.56 85.57 81.27
R3 84.28 83.29 80.65
R2 82.00 82.00 80.44
R1 81.01 81.01 80.23 81.51
PP 79.72 79.72 79.72 79.97
S1 78.73 78.73 79.81 79.23
S2 77.44 77.44 79.60
S3 75.16 76.45 79.39
S4 72.88 74.17 78.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.28 78.43 3.85 4.7% 1.34 1.6% 96% True False 43,914
10 82.28 73.52 8.76 10.7% 1.75 2.1% 98% True False 56,941
20 82.28 72.45 9.83 12.0% 1.93 2.3% 98% True False 68,718
40 82.39 72.45 9.94 12.1% 2.12 2.6% 97% False False 48,683
60 83.60 71.20 12.40 15.1% 2.14 2.6% 88% False False 37,065
80 83.60 67.46 16.14 19.7% 2.08 2.5% 91% False False 29,704
100 83.60 67.46 16.14 19.7% 2.04 2.5% 91% False False 24,688
120 83.60 66.51 17.09 20.8% 1.93 2.3% 91% False False 21,223
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 0.39
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 90.53
2.618 87.36
1.618 85.42
1.000 84.22
0.618 83.48
HIGH 82.28
0.618 81.54
0.500 81.31
0.382 81.08
LOW 80.34
0.618 79.14
1.000 78.40
1.618 77.20
2.618 75.26
4.250 72.10
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 81.85 81.66
PP 81.58 81.20
S1 81.31 80.75

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

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