NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 85.85 84.84 -1.01 -1.2% 84.02
High 86.41 84.96 -1.45 -1.7% 86.01
Low 84.80 82.55 -2.25 -2.7% 82.90
Close 85.24 83.40 -1.84 -2.2% 85.53
Range 1.61 2.41 0.80 49.7% 3.11
ATR 1.53 1.61 0.08 5.4% 0.00
Volume 6,696 5,041 -1,655 -24.7% 23,255
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 90.87 89.54 84.73
R3 88.46 87.13 84.06
R2 86.05 86.05 83.84
R1 84.72 84.72 83.62 84.18
PP 83.64 83.64 83.64 83.37
S1 82.31 82.31 83.18 81.77
S2 81.23 81.23 82.96
S3 78.82 79.90 82.74
S4 76.41 77.49 82.07
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 82.55 3.86 4.6% 1.68 2.0% 22% False True 5,339
10 86.41 81.38 5.03 6.0% 1.29 1.5% 40% False False 4,297
20 86.41 76.17 10.24 12.3% 1.42 1.7% 71% False False 3,752
40 86.41 75.83 10.58 12.7% 1.56 1.9% 72% False False 3,589
60 86.41 75.83 10.58 12.7% 1.63 2.0% 72% False False 3,545
80 86.41 70.06 16.35 19.6% 1.59 1.9% 82% False False 3,297
100 86.41 70.06 16.35 19.6% 1.55 1.9% 82% False False 3,262
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 0.24
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 95.20
2.618 91.27
1.618 88.86
1.000 87.37
0.618 86.45
HIGH 84.96
0.618 84.04
0.500 83.76
0.382 83.47
LOW 82.55
0.618 81.06
1.000 80.14
1.618 78.65
2.618 76.24
4.250 72.31
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 83.76 84.48
PP 83.64 84.12
S1 83.52 83.76

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

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