NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 82.92 84.81 1.89 2.3% 82.68
High 83.72 84.79 1.07 1.3% 83.72
Low 83.23 84.33 1.10 1.3% 82.56
Close 82.92 84.81 1.89 2.3% 82.92
Range 0.49 0.46 -0.03 -6.1% 1.16
ATR 1.17 1.22 0.05 4.3% 0.00
Volume 1,630 1,219 -411 -25.2% 4,096
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 86.02 85.88 85.06
R3 85.56 85.42 84.94
R2 85.10 85.10 84.89
R1 84.96 84.96 84.85 85.04
PP 84.64 84.64 84.64 84.69
S1 84.50 84.50 84.77 84.58
S2 84.18 84.18 84.73
S3 83.72 84.04 84.68
S4 83.26 83.58 84.56
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 86.55 85.89 83.56
R3 85.39 84.73 83.24
R2 84.23 84.23 83.13
R1 83.57 83.57 83.03 83.90
PP 83.07 83.07 83.07 83.23
S1 82.41 82.41 82.81 82.74
S2 81.91 81.91 82.71
S3 80.75 81.25 82.60
S4 79.59 80.09 82.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.79 82.56 2.23 2.6% 0.45 0.5% 101% True False 1,063
10 84.79 77.51 7.28 8.6% 0.84 1.0% 100% True False 1,674
20 84.79 77.20 7.59 8.9% 0.93 1.1% 100% True False 2,349
40 85.15 77.20 7.95 9.4% 1.02 1.2% 96% False False 2,380
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 0.03
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.75
2.618 85.99
1.618 85.53
1.000 85.25
0.618 85.07
HIGH 84.79
0.618 84.61
0.500 84.56
0.382 84.51
LOW 84.33
0.618 84.05
1.000 83.87
1.618 83.59
2.618 83.13
4.250 82.38
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 84.73 84.43
PP 84.64 84.06
S1 84.56 83.68

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

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