NYMEX Light Sweet Crude Oil Future May 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 83.39 84.87 1.48 1.8% 79.88
High 85.13 84.87 -0.26 -0.3% 81.90
Low 82.74 83.89 1.15 1.4% 79.88
Close 84.86 84.29 -0.57 -0.7% 81.11
Range 2.39 0.98 -1.41 -59.0% 2.02
ATR 1.70 1.65 -0.05 -3.0% 0.00
Volume 15,602 27,784 12,182 78.1% 28,809
Daily Pivots for day following 07-Jan-2010
Classic Woodie Camarilla DeMark
R4 87.29 86.77 84.83
R3 86.31 85.79 84.56
R2 85.33 85.33 84.47
R1 84.81 84.81 84.38 84.58
PP 84.35 84.35 84.35 84.24
S1 83.83 83.83 84.20 83.60
S2 83.37 83.37 84.11
S3 82.39 82.85 84.02
S4 81.41 81.87 83.75
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 81.03 4.10 4.9% 1.44 1.7% 80% False False 15,490
10 85.13 76.30 8.83 10.5% 1.49 1.8% 90% False False 11,341
20 85.13 74.52 10.61 12.6% 1.61 1.9% 92% False False 11,683
40 85.13 74.52 10.61 12.6% 1.74 2.1% 92% False False 9,925
60 85.13 74.52 10.61 12.6% 1.72 2.0% 92% False False 8,450
80 85.13 68.84 16.29 19.3% 1.53 1.8% 95% False False 7,173
100 85.13 68.84 16.29 19.3% 1.35 1.6% 95% False False 6,204
120 85.13 68.84 16.29 19.3% 1.25 1.5% 95% False False 5,538
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.04
2.618 87.44
1.618 86.46
1.000 85.85
0.618 85.48
HIGH 84.87
0.618 84.50
0.500 84.38
0.382 84.26
LOW 83.89
0.618 83.28
1.000 82.91
1.618 82.30
2.618 81.32
4.250 79.73
Fisher Pivots for day following 07-Jan-2010
Pivot 1 day 3 day
R1 84.38 84.17
PP 84.35 84.05
S1 84.32 83.94

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

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