NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 81.11 81.11 0.00 0.0% 79.88
High 81.90 83.22 1.32 1.6% 81.90
Low 81.03 81.11 0.08 0.1% 79.88
Close 81.11 83.12 2.01 2.5% 81.11
Range 0.87 2.11 1.24 142.5% 2.02
ATR 1.68 1.71 0.03 1.9% 0.00
Volume 9,662 8,896 -766 -7.9% 28,809
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 88.81 88.08 84.28
R3 86.70 85.97 83.70
R2 84.59 84.59 83.51
R1 83.86 83.86 83.31 84.23
PP 82.48 82.48 82.48 82.67
S1 81.75 81.75 82.93 82.12
S2 80.37 80.37 82.73
S3 78.26 79.64 82.54
S4 76.15 77.53 81.96
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 87.02 86.09 82.22
R3 85.00 84.07 81.67
R2 82.98 82.98 81.48
R1 82.05 82.05 81.30 82.52
PP 80.96 80.96 80.96 81.20
S1 80.03 80.03 80.92 80.50
S2 78.94 78.94 80.74
S3 76.92 78.01 80.55
S4 74.90 75.99 80.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.22 79.88 3.34 4.0% 1.26 1.5% 97% True False 7,541
10 83.22 75.02 8.20 9.9% 1.60 1.9% 99% True False 8,561
20 83.22 74.52 8.70 10.5% 1.71 2.1% 99% True False 10,942
40 83.45 74.52 8.93 10.7% 1.78 2.1% 96% False False 8,951
60 84.42 72.75 11.67 14.0% 1.71 2.1% 89% False False 7,604
80 84.42 68.84 15.58 18.7% 1.52 1.8% 92% False False 6,574
100 84.42 68.84 15.58 18.7% 1.35 1.6% 92% False False 5,684
120 84.42 67.39 17.03 20.5% 1.23 1.5% 92% False False 5,076
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 92.19
2.618 88.74
1.618 86.63
1.000 85.33
0.618 84.52
HIGH 83.22
0.618 82.41
0.500 82.17
0.382 81.92
LOW 81.11
0.618 79.81
1.000 79.00
1.618 77.70
2.618 75.59
4.250 72.14
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 82.80 82.71
PP 82.48 82.30
S1 82.17 81.89

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

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