NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 07-Jan-2010
Day Change Summary
Previous Current
06-Jan-2010 07-Jan-2010 Change Change % Previous Week
Open 86.62 86.02 -0.60 -0.7% 82.68
High 86.83 86.55 -0.28 -0.3% 83.72
Low 84.83 85.72 0.89 1.0% 82.56
Close 86.62 86.02 -0.60 -0.7% 82.92
Range 2.00 0.83 -1.17 -58.5% 1.16
ATR 1.24 1.22 -0.02 -2.0% 0.00
Volume 2,574 3,966 1,392 54.1% 4,096
Daily Pivots for day following 07-Jan-2010
Classic Woodie Camarilla DeMark
R4 88.59 88.13 86.48
R3 87.76 87.30 86.25
R2 86.93 86.93 86.17
R1 86.47 86.47 86.10 86.44
PP 86.10 86.10 86.10 86.08
S1 85.64 85.64 85.94 85.61
S2 85.27 85.27 85.87
S3 84.44 84.81 85.79
S4 83.61 83.98 85.56
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 86.83 83.23 3.60 4.2% 0.90 1.1% 78% False False 2,609
10 86.83 78.53 8.30 9.6% 0.94 1.1% 90% False False 1,927
20 86.83 77.20 9.63 11.2% 0.91 1.1% 92% False False 2,448
40 86.83 77.20 9.63 11.2% 1.04 1.2% 92% False False 2,418
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.08
2.618 88.72
1.618 87.89
1.000 87.38
0.618 87.06
HIGH 86.55
0.618 86.23
0.500 86.14
0.382 86.04
LOW 85.72
0.618 85.21
1.000 84.89
1.618 84.38
2.618 83.55
4.250 82.19
Fisher Pivots for day following 07-Jan-2010
Pivot 1 day 3 day
R1 86.14 85.93
PP 86.10 85.84
S1 86.06 85.75

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

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