NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 82.08 81.33 -0.75 -0.9% 85.75
High 82.51 81.45 -1.06 -1.3% 85.95
Low 81.09 80.03 -1.06 -1.3% 80.03
Close 81.73 80.28 -1.45 -1.8% 80.28
Range 1.42 1.42 0.00 0.0% 5.92
ATR 1.79 1.78 -0.01 -0.3% 0.00
Volume 38,556 31,829 -6,727 -17.4% 149,205
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 84.85 83.98 81.06
R3 83.43 82.56 80.67
R2 82.01 82.01 80.54
R1 81.14 81.14 80.41 80.87
PP 80.59 80.59 80.59 80.45
S1 79.72 79.72 80.15 79.45
S2 79.17 79.17 80.02
S3 77.75 78.30 79.89
S4 76.33 76.88 79.50
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 99.85 95.98 83.54
R3 93.93 90.06 81.91
R2 88.01 88.01 81.37
R1 84.14 84.14 80.82 83.12
PP 82.09 82.09 82.09 81.57
S1 78.22 78.22 79.74 77.20
S2 76.17 76.17 79.19
S3 70.25 72.30 78.65
S4 64.33 66.38 77.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.95 80.03 5.92 7.4% 1.81 2.3% 4% False True 29,841
10 85.95 80.03 5.92 7.4% 1.64 2.0% 4% False True 27,975
20 85.95 75.60 10.35 12.9% 1.65 2.1% 45% False False 22,000
40 85.95 75.00 10.95 13.6% 1.85 2.3% 48% False False 22,098
60 85.95 75.00 10.95 13.6% 1.97 2.5% 48% False False 19,875
80 85.95 69.40 16.55 20.6% 1.95 2.4% 66% False False 18,176
100 85.95 69.40 16.55 20.6% 1.93 2.4% 66% False False 16,501
120 85.95 69.40 16.55 20.6% 1.92 2.4% 66% False False 15,292
Crabel Price Patterns
NR False
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 0.32
Fibonacci Retracements and Extensions
4.250 87.49
2.618 85.17
1.618 83.75
1.000 82.87
0.618 82.33
HIGH 81.45
0.618 80.91
0.500 80.74
0.382 80.57
LOW 80.03
0.618 79.15
1.000 78.61
1.618 77.73
2.618 76.31
4.250 74.00
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 80.74 81.35
PP 80.59 80.99
S1 80.43 80.64

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

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