NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 85.57 86.11 0.54 0.6% 84.81
High 86.38 87.30 0.92 1.1% 86.83
Low 85.41 85.76 0.35 0.4% 84.33
Close 86.41 86.16 -0.25 -0.3% 86.41
Range 0.97 1.54 0.57 58.8% 2.50
ATR 1.20 1.22 0.02 2.0% 0.00
Volume 1,449 3,367 1,918 132.4% 12,864
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 91.03 90.13 87.01
R3 89.49 88.59 86.58
R2 87.95 87.95 86.44
R1 87.05 87.05 86.30 87.50
PP 86.41 86.41 86.41 86.63
S1 85.51 85.51 86.02 85.96
S2 84.87 84.87 85.88
S3 83.33 83.97 85.74
S4 81.79 82.43 85.31
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 93.36 92.38 87.79
R3 90.86 89.88 87.10
R2 88.36 88.36 86.87
R1 87.38 87.38 86.64 87.87
PP 85.86 85.86 85.86 86.10
S1 84.88 84.88 86.18 85.37
S2 83.36 83.36 85.95
S3 80.86 82.38 85.72
S4 78.36 79.88 85.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.30 84.66 2.64 3.1% 1.22 1.4% 57% True False 3,002
10 87.30 82.56 4.74 5.5% 0.83 1.0% 76% True False 2,032
20 87.30 77.26 10.04 11.7% 0.84 1.0% 89% True False 2,210
40 87.30 77.20 10.10 11.7% 1.06 1.2% 89% True False 2,401
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.85
2.618 91.33
1.618 89.79
1.000 88.84
0.618 88.25
HIGH 87.30
0.618 86.71
0.500 86.53
0.382 86.35
LOW 85.76
0.618 84.81
1.000 84.22
1.618 83.27
2.618 81.73
4.250 79.22
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 86.53 86.36
PP 86.41 86.29
S1 86.28 86.23

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

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