NYMEX Light Sweet Crude Oil Future June 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 82.28 82.10 -0.18 -0.2% 80.66
High 82.35 83.62 1.27 1.5% 82.35
Low 81.52 82.01 0.49 0.6% 80.31
Close 81.59 83.56 1.97 2.4% 81.59
Range 0.83 1.61 0.78 94.0% 2.04
ATR 1.79 1.81 0.02 0.9% 0.00
Volume 14,859 13,131 -1,728 -11.6% 44,048
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 87.89 87.34 84.45
R3 86.28 85.73 84.00
R2 84.67 84.67 83.86
R1 84.12 84.12 83.71 84.40
PP 83.06 83.06 83.06 83.20
S1 82.51 82.51 83.41 82.79
S2 81.45 81.45 83.26
S3 79.84 80.90 83.12
S4 78.23 79.29 82.67
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 87.54 86.60 82.71
R3 85.50 84.56 82.15
R2 83.46 83.46 81.96
R1 82.52 82.52 81.78 82.99
PP 81.42 81.42 81.42 81.65
S1 80.48 80.48 81.40 80.95
S2 79.38 79.38 81.22
S3 77.34 78.44 81.03
S4 75.30 76.40 80.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.62 80.31 3.31 4.0% 1.16 1.4% 98% True False 11,435
10 83.62 75.60 8.02 9.6% 1.60 1.9% 99% True False 14,987
20 83.66 75.00 8.66 10.4% 1.79 2.1% 99% False False 20,374
40 84.08 75.00 9.08 10.9% 1.94 2.3% 94% False False 18,879
60 84.85 72.65 12.20 14.6% 1.98 2.4% 89% False False 17,470
80 84.85 69.40 15.45 18.5% 1.98 2.4% 92% False False 16,100
100 84.85 69.40 15.45 18.5% 1.95 2.3% 92% False False 14,565
120 84.85 66.69 18.16 21.7% 1.93 2.3% 93% False False 13,629
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 0.31
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 90.46
2.618 87.83
1.618 86.22
1.000 85.23
0.618 84.61
HIGH 83.62
0.618 83.00
0.500 82.82
0.382 82.63
LOW 82.01
0.618 81.02
1.000 80.40
1.618 79.41
2.618 77.80
4.250 75.17
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 83.31 83.16
PP 83.06 82.76
S1 82.82 82.36

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

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