NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 85.70 85.00 -0.70 -0.8% 84.42
High 86.58 85.00 -1.58 -1.8% 86.44
Low 85.33 83.42 -1.91 -2.2% 83.93
Close 85.70 83.89 -1.81 -2.1% 85.97
Range 1.25 1.58 0.33 26.4% 2.51
ATR 1.15 1.23 0.08 7.1% 0.00
Volume 2,441 1,897 -544 -22.3% 10,339
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 88.84 87.95 84.76
R3 87.26 86.37 84.32
R2 85.68 85.68 84.18
R1 84.79 84.79 84.03 84.45
PP 84.10 84.10 84.10 83.93
S1 83.21 83.21 83.75 82.87
S2 82.52 82.52 83.60
S3 80.94 81.63 83.46
S4 79.36 80.05 83.02
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 92.98 91.98 87.35
R3 90.47 89.47 86.66
R2 87.96 87.96 86.43
R1 86.96 86.96 86.20 87.46
PP 85.45 85.45 85.45 85.70
S1 84.45 84.45 85.74 84.95
S2 82.94 82.94 85.51
S3 80.43 81.94 85.28
S4 77.92 79.43 84.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.58 83.42 3.16 3.8% 1.21 1.4% 15% False True 2,289
10 86.58 82.03 4.55 5.4% 0.84 1.0% 41% False False 1,680
20 86.58 76.35 10.23 12.2% 0.86 1.0% 74% False False 1,642
40 86.58 76.35 10.23 12.2% 0.87 1.0% 74% False False 2,054
60 86.58 76.35 10.23 12.2% 0.90 1.1% 74% False False 2,085
80 86.58 70.69 15.89 18.9% 0.83 1.0% 83% False False 1,928
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.03
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 91.72
2.618 89.14
1.618 87.56
1.000 86.58
0.618 85.98
HIGH 85.00
0.618 84.40
0.500 84.21
0.382 84.02
LOW 83.42
0.618 82.44
1.000 81.84
1.618 80.86
2.618 79.28
4.250 76.71
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 84.21 85.00
PP 84.10 84.63
S1 84.00 84.26

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

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