NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 82.10 83.60 1.50 1.8% 80.66
High 83.62 84.15 0.53 0.6% 82.35
Low 82.01 83.22 1.21 1.5% 80.31
Close 83.56 84.01 0.45 0.5% 81.59
Range 1.61 0.93 -0.68 -42.2% 2.04
ATR 1.81 1.75 -0.06 -3.5% 0.00
Volume 13,131 27,240 14,109 107.4% 44,048
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 86.58 86.23 84.52
R3 85.65 85.30 84.27
R2 84.72 84.72 84.18
R1 84.37 84.37 84.10 84.55
PP 83.79 83.79 83.79 83.88
S1 83.44 83.44 83.92 83.62
S2 82.86 82.86 83.84
S3 81.93 82.51 83.75
S4 81.00 81.58 83.50
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 84.15 80.75 3.40 4.0% 1.10 1.3% 96% True False 15,551
10 84.15 75.60 8.55 10.2% 1.53 1.8% 98% True False 15,917
20 84.15 75.00 9.15 10.9% 1.70 2.0% 98% True False 20,490
40 84.15 75.00 9.15 10.9% 1.95 2.3% 98% True False 19,087
60 84.85 74.30 10.55 12.6% 1.95 2.3% 92% False False 17,717
80 84.85 69.40 15.45 18.4% 1.97 2.3% 95% False False 16,142
100 84.85 69.40 15.45 18.4% 1.95 2.3% 95% False False 14,789
120 84.85 68.44 16.41 19.5% 1.92 2.3% 95% False False 13,816
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.10
2.618 86.58
1.618 85.65
1.000 85.08
0.618 84.72
HIGH 84.15
0.618 83.79
0.500 83.69
0.382 83.58
LOW 83.22
0.618 82.65
1.000 82.29
1.618 81.72
2.618 80.79
4.250 79.27
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 83.90 83.62
PP 83.79 83.23
S1 83.69 82.84

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

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