NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 08-Jan-2010
Day Change Summary
Previous Current
07-Jan-2010 08-Jan-2010 Change Change % Previous Week
Open 84.87 84.21 -0.66 -0.8% 81.11
High 84.87 85.02 0.15 0.2% 85.13
Low 83.89 83.61 -0.28 -0.3% 81.11
Close 84.29 84.47 0.18 0.2% 84.47
Range 0.98 1.41 0.43 43.9% 4.02
ATR 1.65 1.63 -0.02 -1.0% 0.00
Volume 27,784 18,842 -8,942 -32.2% 86,633
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 88.60 87.94 85.25
R3 87.19 86.53 84.86
R2 85.78 85.78 84.73
R1 85.12 85.12 84.60 85.45
PP 84.37 84.37 84.37 84.53
S1 83.71 83.71 84.34 84.04
S2 82.96 82.96 84.21
S3 81.55 82.30 84.08
S4 80.14 80.89 83.69
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 95.63 94.07 86.68
R3 91.61 90.05 85.58
R2 87.59 87.59 85.21
R1 86.03 86.03 84.84 86.81
PP 83.57 83.57 83.57 83.96
S1 82.01 82.01 84.10 82.79
S2 79.55 79.55 83.73
S3 75.53 77.99 83.36
S4 71.51 73.97 82.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.13 81.11 4.02 4.8% 1.55 1.8% 84% False False 17,326
10 85.13 78.03 7.10 8.4% 1.39 1.6% 91% False False 12,620
20 85.13 74.52 10.61 12.6% 1.50 1.8% 94% False False 11,842
40 85.13 74.52 10.61 12.6% 1.73 2.0% 94% False False 10,276
60 85.13 74.52 10.61 12.6% 1.72 2.0% 94% False False 8,644
80 85.13 68.84 16.29 19.3% 1.55 1.8% 96% False False 7,371
100 85.13 68.84 16.29 19.3% 1.35 1.6% 96% False False 6,381
120 85.13 68.84 16.29 19.3% 1.26 1.5% 96% False False 5,686
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.01
2.618 88.71
1.618 87.30
1.000 86.43
0.618 85.89
HIGH 85.02
0.618 84.48
0.500 84.32
0.382 84.15
LOW 83.61
0.618 82.74
1.000 82.20
1.618 81.33
2.618 79.92
4.250 77.62
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 84.42 84.29
PP 84.37 84.11
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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