NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 83.95 84.35 0.40 0.5% 80.67
High 84.42 86.01 1.59 1.9% 82.80
Low 83.79 83.88 0.09 0.1% 80.67
Close 84.47 85.80 1.33 1.6% 82.10
Range 0.63 2.13 1.50 238.1% 2.13
ATR 1.53 1.58 0.04 2.8% 0.00
Volume 5,555 4,977 -578 -10.4% 10,237
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 91.62 90.84 86.97
R3 89.49 88.71 86.39
R2 87.36 87.36 86.19
R1 86.58 86.58 86.00 86.97
PP 85.23 85.23 85.23 85.43
S1 84.45 84.45 85.60 84.84
S2 83.10 83.10 85.41
S3 80.97 82.32 85.21
S4 78.84 80.19 84.63
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 86.01 81.66 4.35 5.1% 1.11 1.3% 95% True False 3,865
10 86.01 76.17 9.84 11.5% 1.32 1.5% 98% True False 3,146
20 86.01 75.83 10.18 11.9% 1.50 1.8% 98% True False 3,508
40 86.01 75.83 10.18 11.9% 1.59 1.9% 98% True False 3,340
60 86.01 75.83 10.18 11.9% 1.60 1.9% 98% True False 3,381
80 86.01 70.06 15.95 18.6% 1.58 1.8% 99% True False 3,146
100 86.01 70.06 15.95 18.6% 1.59 1.9% 99% True False 3,142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 95.06
2.618 91.59
1.618 89.46
1.000 88.14
0.618 87.33
HIGH 86.01
0.618 85.20
0.500 84.95
0.382 84.69
LOW 83.88
0.618 82.56
1.000 81.75
1.618 80.43
2.618 78.30
4.250 74.83
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 85.52 85.35
PP 85.23 84.90
S1 84.95 84.46

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

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