NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 13-Jan-2010
Day Change Summary
Previous Current
12-Jan-2010 13-Jan-2010 Change Change % Previous Week
Open 84.84 82.36 -2.48 -2.9% 84.02
High 84.96 83.21 -1.75 -2.1% 86.01
Low 82.55 81.16 -1.39 -1.7% 82.90
Close 83.40 82.36 -1.04 -1.2% 85.53
Range 2.41 2.05 -0.36 -14.9% 3.11
ATR 1.61 1.65 0.05 2.8% 0.00
Volume 5,041 8,245 3,204 63.6% 23,255
Daily Pivots for day following 13-Jan-2010
Classic Woodie Camarilla DeMark
R4 88.39 87.43 83.49
R3 86.34 85.38 82.92
R2 84.29 84.29 82.74
R1 83.33 83.33 82.55 83.39
PP 82.24 82.24 82.24 82.27
S1 81.28 81.28 82.17 81.34
S2 80.19 80.19 81.98
S3 78.14 79.23 81.80
S4 76.09 77.18 81.23
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 81.16 5.25 6.4% 1.66 2.0% 23% False True 5,993
10 86.41 81.16 5.25 6.4% 1.39 1.7% 23% False True 4,929
20 86.41 76.17 10.24 12.4% 1.49 1.8% 60% False False 3,992
40 86.41 75.83 10.58 12.8% 1.59 1.9% 62% False False 3,700
60 86.41 75.83 10.58 12.8% 1.64 2.0% 62% False False 3,637
80 86.41 70.06 16.35 19.9% 1.61 2.0% 75% False False 3,390
100 86.41 70.06 16.35 19.9% 1.56 1.9% 75% False False 3,298
Crabel Price Patterns
NR True
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.92
2.618 88.58
1.618 86.53
1.000 85.26
0.618 84.48
HIGH 83.21
0.618 82.43
0.500 82.19
0.382 81.94
LOW 81.16
0.618 79.89
1.000 79.11
1.618 77.84
2.618 75.79
4.250 72.45
Fisher Pivots for day following 13-Jan-2010
Pivot 1 day 3 day
R1 82.30 83.79
PP 82.24 83.31
S1 82.19 82.84

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

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