NYMEX Light Sweet Crude Oil Future September 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 85.29 86.62 1.33 1.6% 82.68
High 85.40 86.83 1.43 1.7% 83.72
Low 84.66 84.83 0.17 0.2% 82.56
Close 85.29 86.62 1.33 1.6% 82.92
Range 0.74 2.00 1.26 170.3% 1.16
ATR 1.18 1.24 0.06 4.9% 0.00
Volume 3,656 2,574 -1,082 -29.6% 4,096
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 92.09 91.36 87.72
R3 90.09 89.36 87.17
R2 88.09 88.09 86.99
R1 87.36 87.36 86.80 87.62
PP 86.09 86.09 86.09 86.23
S1 85.36 85.36 86.44 85.62
S2 84.09 84.09 86.25
S3 82.09 83.36 86.07
S4 80.09 81.36 85.52
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 86.83 82.57 4.26 4.9% 0.90 1.0% 95% True False 1,971
10 86.83 77.51 9.32 10.8% 0.99 1.1% 98% True False 1,684
20 86.83 77.20 9.63 11.1% 0.95 1.1% 98% True False 2,369
40 86.83 77.20 9.63 11.1% 1.03 1.2% 98% True False 2,366
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 0.09
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 95.33
2.618 92.07
1.618 90.07
1.000 88.83
0.618 88.07
HIGH 86.83
0.618 86.07
0.500 85.83
0.382 85.59
LOW 84.83
0.618 83.59
1.000 82.83
1.618 81.59
2.618 79.59
4.250 76.33
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 86.36 86.27
PP 86.09 85.93
S1 85.83 85.58

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

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