NYMEX Light Sweet Crude Oil Future March 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 83.22 83.37 0.15 0.2% 80.34
High 83.98 84.45 0.47 0.6% 84.08
Low 82.40 82.44 0.04 0.0% 80.34
Close 83.30 83.01 -0.29 -0.3% 83.30
Range 1.58 2.01 0.43 27.2% 3.74
ATR 1.86 1.87 0.01 0.6% 0.00
Volume 112,493 120,793 8,300 7.4% 491,035
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 89.33 88.18 84.12
R3 87.32 86.17 83.56
R2 85.31 85.31 83.38
R1 84.16 84.16 83.19 83.73
PP 83.30 83.30 83.30 83.09
S1 82.15 82.15 82.83 81.72
S2 81.29 81.29 82.64
S3 79.28 80.14 82.46
S4 77.27 78.13 81.90
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 84.45 81.50 2.95 3.6% 1.66 2.0% 51% True False 112,863
10 84.45 78.43 6.02 7.3% 1.50 1.8% 76% True False 78,388
20 84.45 72.45 12.00 14.5% 1.73 2.1% 88% True False 76,509
40 84.45 72.45 12.00 14.5% 2.06 2.5% 88% True False 60,563
60 84.45 72.45 12.00 14.5% 2.14 2.6% 88% True False 45,670
80 84.45 67.46 16.99 20.5% 2.05 2.5% 92% True False 36,347
100 84.45 67.46 16.99 20.5% 2.03 2.5% 92% True False 30,161
120 84.45 67.46 16.99 20.5% 1.95 2.4% 92% True False 25,797
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 92.99
2.618 89.71
1.618 87.70
1.000 86.46
0.618 85.69
HIGH 84.45
0.618 83.68
0.500 83.45
0.382 83.21
LOW 82.44
0.618 81.20
1.000 80.43
1.618 79.19
2.618 77.18
4.250 73.90
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 83.45 83.43
PP 83.30 83.29
S1 83.16 83.15

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

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