NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 85.53 85.85 0.32 0.4% 84.02
High 85.99 86.41 0.42 0.5% 86.01
Low 84.58 84.80 0.22 0.3% 82.90
Close 85.53 85.24 -0.29 -0.3% 85.53
Range 1.41 1.61 0.20 14.2% 3.11
ATR 1.52 1.53 0.01 0.4% 0.00
Volume 3,191 6,696 3,505 109.8% 23,255
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 90.31 89.39 86.13
R3 88.70 87.78 85.68
R2 87.09 87.09 85.54
R1 86.17 86.17 85.39 85.83
PP 85.48 85.48 85.48 85.31
S1 84.56 84.56 85.09 84.22
S2 83.87 83.87 84.94
S3 82.26 82.95 84.80
S4 80.65 81.34 84.35
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 94.14 92.95 87.24
R3 91.03 89.84 86.39
R2 87.92 87.92 86.10
R1 86.73 86.73 85.82 87.33
PP 84.81 84.81 84.81 85.11
S1 83.62 83.62 85.24 84.22
S2 81.70 81.70 84.96
S3 78.59 80.51 84.67
S4 75.48 77.40 83.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.41 83.79 2.62 3.1% 1.32 1.6% 55% True False 5,442
10 86.41 80.67 5.74 6.7% 1.18 1.4% 80% True False 4,018
20 86.41 75.83 10.58 12.4% 1.36 1.6% 89% True False 3,726
40 86.41 75.83 10.58 12.4% 1.55 1.8% 89% True False 3,516
60 86.41 75.83 10.58 12.4% 1.63 1.9% 89% True False 3,494
80 86.41 70.06 16.35 19.2% 1.57 1.8% 93% True False 3,264
100 86.41 70.06 16.35 19.2% 1.56 1.8% 93% True False 3,249
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.25
2.618 90.62
1.618 89.01
1.000 88.02
0.618 87.40
HIGH 86.41
0.618 85.79
0.500 85.61
0.382 85.42
LOW 84.80
0.618 83.81
1.000 83.19
1.618 82.20
2.618 80.59
4.250 77.96
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 85.61 85.50
PP 85.48 85.41
S1 85.36 85.33

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

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