NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 84.42 84.88 0.46 0.5% 82.24
High 84.40 84.56 0.16 0.2% 83.31
Low 83.93 84.45 0.52 0.6% 81.97
Close 84.42 84.88 0.46 0.5% 82.53
Range 0.47 0.11 -0.36 -76.6% 1.34
ATR 1.23 1.15 -0.08 -6.3% 0.00
Volume 1,084 2,146 1,062 98.0% 2,779
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 84.96 85.03 84.94
R3 84.85 84.92 84.91
R2 84.74 84.74 84.90
R1 84.81 84.81 84.89 84.94
PP 84.63 84.63 84.63 84.69
S1 84.70 84.70 84.87 84.83
S2 84.52 84.52 84.86
S3 84.41 84.59 84.85
S4 84.30 84.48 84.82
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 86.62 85.92 83.27
R3 85.28 84.58 82.90
R2 83.94 83.94 82.78
R1 83.24 83.24 82.65 83.59
PP 82.60 82.60 82.60 82.78
S1 81.90 81.90 82.41 82.25
S2 81.26 81.26 82.28
S3 79.92 80.56 82.16
S4 78.58 79.22 81.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.56 82.03 2.53 3.0% 0.46 0.5% 113% True False 1,072
10 84.56 76.94 7.62 9.0% 0.87 1.0% 104% True False 1,232
20 84.56 76.35 8.21 9.7% 0.87 1.0% 104% True False 1,800
40 84.67 76.35 8.32 9.8% 0.81 1.0% 103% False False 2,088
60 84.95 74.24 10.71 12.6% 0.83 1.0% 99% False False 2,033
80 84.95 70.69 14.26 16.8% 0.81 1.0% 100% False False 1,889
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 -0.01
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 85.03
2.618 84.85
1.618 84.74
1.000 84.67
0.618 84.63
HIGH 84.56
0.618 84.52
0.500 84.51
0.382 84.49
LOW 84.45
0.618 84.38
1.000 84.34
1.618 84.27
2.618 84.16
4.250 83.98
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 84.76 84.48
PP 84.63 84.07
S1 84.51 83.67

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

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