NYMEX Light Sweet Crude Oil Future September 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 84.35 83.34 -1.01 -1.2% 84.81
High 85.20 84.15 -1.05 -1.2% 86.83
Low 83.90 82.32 -1.58 -1.9% 84.33
Close 84.35 83.34 -1.01 -1.2% 86.41
Range 1.30 1.83 0.53 40.8% 2.50
ATR 1.30 1.35 0.05 4.0% 0.00
Volume 2,654 6,779 4,125 155.4% 12,864
Daily Pivots for day following 13-Jan-2010
Classic Woodie Camarilla DeMark
R4 88.76 87.88 84.35
R3 86.93 86.05 83.84
R2 85.10 85.10 83.68
R1 84.22 84.22 83.51 84.26
PP 83.27 83.27 83.27 83.29
S1 82.39 82.39 83.17 82.43
S2 81.44 81.44 83.00
S3 79.61 80.56 82.84
S4 77.78 78.73 82.33
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 82.32 4.98 6.0% 1.29 1.6% 20% False True 3,643
10 87.30 82.32 4.98 6.0% 1.10 1.3% 20% False True 2,807
20 87.30 77.51 9.79 11.7% 0.96 1.2% 60% False False 2,503
40 87.30 77.20 10.10 12.1% 1.05 1.3% 61% False False 2,496
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 91.93
2.618 88.94
1.618 87.11
1.000 85.98
0.618 85.28
HIGH 84.15
0.618 83.45
0.500 83.24
0.382 83.02
LOW 82.32
0.618 81.19
1.000 80.49
1.618 79.36
2.618 77.53
4.250 74.54
Fisher Pivots for day following 13-Jan-2010
Pivot 1 day 3 day
R1 83.31 84.81
PP 83.27 84.32
S1 83.24 83.83

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

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