NYMEX Light Sweet Crude Oil Future July 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 84.02 83.95 -0.07 -0.1% 80.67
High 84.02 84.42 0.40 0.5% 82.80
Low 82.90 83.79 0.89 1.1% 80.67
Close 84.02 84.47 0.45 0.5% 82.10
Range 1.12 0.63 -0.49 -43.8% 2.13
ATR 1.60 1.53 -0.07 -4.3% 0.00
Volume 2,738 5,555 2,817 102.9% 10,237
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 86.12 85.92 84.82
R3 85.49 85.29 84.64
R2 84.86 84.86 84.59
R1 84.66 84.66 84.53 84.76
PP 84.23 84.23 84.23 84.28
S1 84.03 84.03 84.41 84.13
S2 83.60 83.60 84.35
S3 82.97 83.40 84.30
S4 82.34 82.77 84.12
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 88.25 87.30 83.27
R3 86.12 85.17 82.69
R2 83.99 83.99 82.49
R1 83.04 83.04 82.30 83.52
PP 81.86 81.86 81.86 82.09
S1 80.91 80.91 81.90 81.39
S2 79.73 79.73 81.71
S3 77.60 78.78 81.51
S4 75.47 76.65 80.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.42 81.38 3.04 3.6% 0.89 1.1% 102% True False 3,255
10 84.42 76.17 8.25 9.8% 1.32 1.6% 101% True False 3,036
20 84.42 75.83 8.59 10.2% 1.45 1.7% 101% True False 3,486
40 84.47 75.83 8.64 10.2% 1.58 1.9% 100% False False 3,275
60 85.24 74.95 10.29 12.2% 1.58 1.9% 93% False False 3,351
80 85.24 70.06 15.18 18.0% 1.60 1.9% 95% False False 3,111
100 85.24 70.06 15.18 18.0% 1.59 1.9% 95% False False 3,112
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.10
Narrowest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 87.10
2.618 86.07
1.618 85.44
1.000 85.05
0.618 84.81
HIGH 84.42
0.618 84.18
0.500 84.11
0.382 84.03
LOW 83.79
0.618 83.40
1.000 83.16
1.618 82.77
2.618 82.14
4.250 81.11
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 84.35 84.06
PP 84.23 83.65
S1 84.11 83.24

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

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