NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 07-Jan-2010
Day Change Summary
Previous Current
06-Jan-2010 07-Jan-2010 Change Change % Previous Week
Open 82.92 84.50 1.58 1.9% 79.50
High 84.60 84.50 -0.10 -0.1% 81.37
Low 82.13 83.36 1.23 1.5% 79.22
Close 84.31 83.75 -0.56 -0.7% 80.63
Range 2.47 1.14 -1.33 -53.8% 2.15
ATR 1.81 1.76 -0.05 -2.6% 0.00
Volume 36,974 60,368 23,394 63.3% 53,010
Daily Pivots for day following 07-Jan-2010
Classic Woodie Camarilla DeMark
R4 87.29 86.66 84.38
R3 86.15 85.52 84.06
R2 85.01 85.01 83.96
R1 84.38 84.38 83.85 84.13
PP 83.87 83.87 83.87 83.74
S1 83.24 83.24 83.65 82.99
S2 82.73 82.73 83.54
S3 81.59 82.10 83.44
S4 80.45 80.96 83.12
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 84.60 80.52 4.08 4.9% 1.43 1.7% 79% False False 32,380
10 84.60 75.62 8.98 10.7% 1.55 1.9% 91% False False 24,332
20 84.60 73.72 10.88 13.0% 1.69 2.0% 92% False False 23,841
40 84.60 73.72 10.88 13.0% 1.90 2.3% 92% False False 17,776
60 84.60 73.72 10.88 13.0% 1.94 2.3% 92% False False 14,027
80 84.60 68.38 16.22 19.4% 1.83 2.2% 95% False False 11,527
100 84.60 68.38 16.22 19.4% 1.66 2.0% 95% False False 9,710
120 84.60 68.38 16.22 19.4% 1.56 1.9% 95% False False 8,501
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.35
2.618 87.48
1.618 86.34
1.000 85.64
0.618 85.20
HIGH 84.50
0.618 84.06
0.500 83.93
0.382 83.80
LOW 83.36
0.618 82.66
1.000 82.22
1.618 81.52
2.618 80.38
4.250 78.52
Fisher Pivots for day following 07-Jan-2010
Pivot 1 day 3 day
R1 83.93 83.62
PP 83.87 83.49
S1 83.81 83.37

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

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