NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 81.23 82.80 1.57 1.9% 79.50
High 82.77 83.20 0.43 0.5% 81.37
Low 81.05 82.24 1.19 1.5% 79.22
Close 82.65 82.99 0.34 0.4% 80.63
Range 1.72 0.96 -0.76 -44.2% 2.15
ATR 1.82 1.76 -0.06 -3.4% 0.00
Volume 17,352 30,877 13,525 77.9% 53,010
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 85.69 85.30 83.52
R3 84.73 84.34 83.25
R2 83.77 83.77 83.17
R1 83.38 83.38 83.08 83.58
PP 82.81 82.81 82.81 82.91
S1 82.42 82.42 82.90 82.62
S2 81.85 81.85 82.81
S3 80.89 81.46 82.73
S4 79.93 80.50 82.46
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 86.86 85.89 81.81
R3 84.71 83.74 81.22
R2 82.56 82.56 81.02
R1 81.59 81.59 80.83 82.08
PP 80.41 80.41 80.41 80.65
S1 79.44 79.44 80.43 79.93
S2 78.26 78.26 80.24
S3 76.11 77.29 80.04
S4 73.96 75.14 79.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.20 79.60 3.60 4.3% 1.19 1.4% 94% True False 18,432
10 83.20 74.28 8.92 10.7% 1.59 1.9% 98% True False 18,969
20 83.20 73.72 9.48 11.4% 1.70 2.1% 98% True False 20,980
40 83.20 73.72 9.48 11.4% 1.95 2.3% 98% True False 15,740
60 84.09 73.58 10.51 12.7% 1.91 2.3% 90% False False 12,554
80 84.09 68.38 15.71 18.9% 1.82 2.2% 93% False False 10,399
100 84.09 68.38 15.71 18.9% 1.66 2.0% 93% False False 8,796
120 84.09 68.16 15.93 19.2% 1.53 1.8% 93% False False 7,712
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.28
2.618 85.71
1.618 84.75
1.000 84.16
0.618 83.79
HIGH 83.20
0.618 82.83
0.500 82.72
0.382 82.61
LOW 82.24
0.618 81.65
1.000 81.28
1.618 80.69
2.618 79.73
4.250 78.16
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 82.90 82.61
PP 82.81 82.24
S1 82.72 81.86

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

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