NYMEX Light Sweet Crude Oil Future August 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 84.88 86.20 1.32 1.6% 82.24
High 84.56 86.44 1.88 2.2% 83.31
Low 84.45 84.79 0.34 0.4% 81.97
Close 84.88 86.20 1.32 1.6% 82.53
Range 0.11 1.65 1.54 1,400.0% 1.34
ATR 1.15 1.19 0.04 3.1% 0.00
Volume 2,146 2,437 291 13.6% 2,779
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 90.76 90.13 87.11
R3 89.11 88.48 86.65
R2 87.46 87.46 86.50
R1 86.83 86.83 86.35 87.03
PP 85.81 85.81 85.81 85.91
S1 85.18 85.18 86.05 85.38
S2 84.16 84.16 85.90
S3 82.51 83.53 85.75
S4 80.86 81.88 85.29
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 86.44 82.14 4.30 5.0% 0.68 0.8% 94% True False 1,433
10 86.44 76.94 9.50 11.0% 0.90 1.0% 97% True False 1,229
20 86.44 76.35 10.09 11.7% 0.91 1.1% 98% True False 1,716
40 86.44 76.35 10.09 11.7% 0.85 1.0% 98% True False 2,070
60 86.44 76.14 10.30 11.9% 0.84 1.0% 98% True False 2,049
80 86.44 70.69 15.75 18.3% 0.82 1.0% 98% True False 1,885
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 0.02
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 93.45
2.618 90.76
1.618 89.11
1.000 88.09
0.618 87.46
HIGH 86.44
0.618 85.81
0.500 85.62
0.382 85.42
LOW 84.79
0.618 83.77
1.000 83.14
1.618 82.12
2.618 80.47
4.250 77.78
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 86.01 85.86
PP 85.81 85.52
S1 85.62 85.19

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

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