NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 79.97 79.73 -0.24 -0.3% 83.37
High 80.75 79.75 -1.00 -1.2% 84.45
Low 79.32 78.09 -1.23 -1.6% 78.09
Close 79.88 78.37 -1.51 -1.9% 78.37
Range 1.43 1.66 0.23 16.1% 6.36
ATR 1.92 1.91 -0.01 -0.5% 0.00
Volume 216,845 197,449 -19,396 -8.9% 829,944
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 83.72 82.70 79.28
R3 82.06 81.04 78.83
R2 80.40 80.40 78.67
R1 79.38 79.38 78.52 79.06
PP 78.74 78.74 78.74 78.58
S1 77.72 77.72 78.22 77.40
S2 77.08 77.08 78.07
S3 75.42 76.06 77.91
S4 73.76 74.40 77.46
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 99.38 95.24 81.87
R3 93.02 88.88 80.12
R2 86.66 86.66 79.54
R1 82.52 82.52 78.95 81.41
PP 80.30 80.30 80.30 79.75
S1 76.16 76.16 77.79 75.05
S2 73.94 73.94 77.20
S3 67.58 69.80 76.62
S4 61.22 63.44 74.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.45 78.09 6.36 8.1% 1.97 2.5% 4% False True 165,988
10 84.45 78.09 6.36 8.1% 1.81 2.3% 4% False True 132,097
20 84.45 73.52 10.93 13.9% 1.79 2.3% 44% False False 96,621
40 84.45 72.45 12.00 15.3% 2.03 2.6% 49% False False 76,367
60 84.45 72.45 12.00 15.3% 2.15 2.7% 49% False False 56,687
80 84.45 67.46 16.99 21.7% 2.10 2.7% 64% False False 44,895
100 84.45 67.46 16.99 21.7% 2.05 2.6% 64% False False 37,071
120 84.45 67.46 16.99 21.7% 1.97 2.5% 64% False False 31,522
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.81
2.618 84.10
1.618 82.44
1.000 81.41
0.618 80.78
HIGH 79.75
0.618 79.12
0.500 78.92
0.382 78.72
LOW 78.09
0.618 77.06
1.000 76.43
1.618 75.40
2.618 73.74
4.250 71.04
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 78.92 79.55
PP 78.74 79.16
S1 78.55 78.76

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

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