NYMEX Light Sweet Crude Oil Future March 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 83.81 83.22 -0.59 -0.7% 80.34
High 83.93 83.98 0.05 0.1% 84.08
Low 82.81 82.40 -0.41 -0.5% 80.34
Close 83.19 83.30 0.11 0.1% 83.30
Range 1.12 1.58 0.46 41.1% 3.74
ATR 1.88 1.86 -0.02 -1.1% 0.00
Volume 139,178 112,493 -26,685 -19.2% 491,035
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 87.97 87.21 84.17
R3 86.39 85.63 83.73
R2 84.81 84.81 83.59
R1 84.05 84.05 83.44 84.43
PP 83.23 83.23 83.23 83.42
S1 82.47 82.47 83.16 82.85
S2 81.65 81.65 83.01
S3 80.07 80.89 82.87
S4 78.49 79.31 82.43
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 93.79 92.29 85.36
R3 90.05 88.55 84.33
R2 86.31 86.31 83.99
R1 84.81 84.81 83.64 85.56
PP 82.57 82.57 82.57 82.95
S1 81.07 81.07 82.96 81.82
S2 78.83 78.83 82.61
S3 75.09 77.33 82.27
S4 71.35 73.59 81.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.08 80.34 3.74 4.5% 1.65 2.0% 79% False False 98,207
10 84.08 76.78 7.30 8.8% 1.51 1.8% 89% False False 74,063
20 84.08 72.45 11.63 14.0% 1.71 2.1% 93% False False 76,294
40 84.08 72.45 11.63 14.0% 2.05 2.5% 93% False False 57,957
60 84.08 72.45 11.63 14.0% 2.12 2.5% 93% False False 43,830
80 84.08 67.46 16.62 20.0% 2.06 2.5% 95% False False 34,894
100 84.08 67.46 16.62 20.0% 2.04 2.4% 95% False False 28,983
120 84.08 67.46 16.62 20.0% 1.94 2.3% 95% False False 24,812
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.70
2.618 88.12
1.618 86.54
1.000 85.56
0.618 84.96
HIGH 83.98
0.618 83.38
0.500 83.19
0.382 83.00
LOW 82.40
0.618 81.42
1.000 80.82
1.618 79.84
2.618 78.26
4.250 75.69
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 83.26 83.13
PP 83.23 82.96
S1 83.19 82.79

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

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