NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 84.04 83.09 -0.95 -1.1% 81.23
High 84.96 83.32 -1.64 -1.9% 84.60
Low 82.99 80.82 -2.17 -2.6% 81.05
Close 83.55 81.70 -1.85 -2.2% 83.87
Range 1.97 2.50 0.53 26.9% 3.55
ATR 1.76 1.83 0.07 3.9% 0.00
Volume 41,106 30,455 -10,651 -25.9% 188,481
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 89.45 88.07 83.08
R3 86.95 85.57 82.39
R2 84.45 84.45 82.16
R1 83.07 83.07 81.93 82.51
PP 81.95 81.95 81.95 81.67
S1 80.57 80.57 81.47 80.01
S2 79.45 79.45 81.24
S3 76.95 78.07 81.01
S4 74.45 75.57 80.33
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 93.82 92.40 85.82
R3 90.27 88.85 84.85
R2 86.72 86.72 84.52
R1 85.30 85.30 84.20 86.01
PP 83.17 83.17 83.17 83.53
S1 81.75 81.75 83.54 82.46
S2 79.62 79.62 83.22
S3 76.07 78.20 82.89
S4 72.52 74.65 81.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.96 80.82 4.14 5.1% 1.92 2.3% 21% False True 42,362
10 84.96 79.60 5.36 6.6% 1.55 1.9% 39% False False 30,397
20 84.96 73.72 11.24 13.8% 1.68 2.1% 71% False False 25,585
40 84.96 73.72 11.24 13.8% 1.90 2.3% 71% False False 20,226
60 84.96 73.72 11.24 13.8% 1.96 2.4% 71% False False 15,597
80 84.96 68.38 16.58 20.3% 1.86 2.3% 80% False False 12,879
100 84.96 68.38 16.58 20.3% 1.68 2.1% 80% False False 10,801
120 84.96 68.38 16.58 20.3% 1.59 1.9% 80% False False 9,399
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 93.95
2.618 89.87
1.618 87.37
1.000 85.82
0.618 84.87
HIGH 83.32
0.618 82.37
0.500 82.07
0.382 81.78
LOW 80.82
0.618 79.28
1.000 78.32
1.618 76.78
2.618 74.28
4.250 70.20
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 82.07 82.89
PP 81.95 82.49
S1 81.82 82.10

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

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