NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 83.16 83.39 0.23 0.3% 79.88
High 83.71 85.13 1.42 1.7% 81.90
Low 82.86 82.74 -0.12 -0.1% 79.88
Close 83.52 84.86 1.34 1.6% 81.11
Range 0.85 2.39 1.54 181.2% 2.02
ATR 1.65 1.70 0.05 3.2% 0.00
Volume 15,509 15,602 93 0.6% 28,809
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 91.41 90.53 86.17
R3 89.02 88.14 85.52
R2 86.63 86.63 85.30
R1 85.75 85.75 85.08 86.19
PP 84.24 84.24 84.24 84.47
S1 83.36 83.36 84.64 83.80
S2 81.85 81.85 84.42
S3 79.46 80.97 84.20
S4 77.07 78.58 83.55
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 85.13 80.56 4.57 5.4% 1.46 1.7% 94% True False 11,601
10 85.13 75.02 10.11 11.9% 1.56 1.8% 97% True False 9,270
20 85.13 74.52 10.61 12.5% 1.66 2.0% 97% True False 11,038
40 85.13 74.52 10.61 12.5% 1.77 2.1% 97% True False 9,366
60 85.13 74.52 10.61 12.5% 1.71 2.0% 97% True False 8,026
80 85.13 68.84 16.29 19.2% 1.53 1.8% 98% True False 6,873
100 85.13 68.84 16.29 19.2% 1.37 1.6% 98% True False 5,963
120 85.13 68.84 16.29 19.2% 1.25 1.5% 98% True False 5,318
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 95.29
2.618 91.39
1.618 89.00
1.000 87.52
0.618 86.61
HIGH 85.13
0.618 84.22
0.500 83.94
0.382 83.65
LOW 82.74
0.618 81.26
1.000 80.35
1.618 78.87
2.618 76.48
4.250 72.58
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 84.55 84.28
PP 84.24 83.70
S1 83.94 83.12

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

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