NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 79.73 78.21 -1.52 -1.9% 83.37
High 79.75 79.47 -0.28 -0.4% 84.45
Low 78.09 77.06 -1.03 -1.3% 78.09
Close 78.37 79.32 0.95 1.2% 78.37
Range 1.66 2.41 0.75 45.2% 6.36
ATR 1.91 1.95 0.04 1.9% 0.00
Volume 197,449 190,088 -7,361 -3.7% 829,944
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 85.85 84.99 80.65
R3 83.44 82.58 79.98
R2 81.03 81.03 79.76
R1 80.17 80.17 79.54 80.60
PP 78.62 78.62 78.62 78.83
S1 77.76 77.76 79.10 78.19
S2 76.21 76.21 78.88
S3 73.80 75.35 78.66
S4 71.39 72.94 77.99
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 82.82 77.06 5.76 7.3% 2.05 2.6% 39% False True 179,847
10 84.45 77.06 7.39 9.3% 1.86 2.3% 31% False True 146,355
20 84.45 73.52 10.93 13.8% 1.80 2.3% 53% False False 101,648
40 84.45 72.45 12.00 15.1% 2.05 2.6% 57% False False 80,615
60 84.45 72.45 12.00 15.1% 2.12 2.7% 57% False False 59,622
80 84.45 67.46 16.99 21.4% 2.09 2.6% 70% False False 47,228
100 84.45 67.46 16.99 21.4% 2.05 2.6% 70% False False 38,946
120 84.45 67.46 16.99 21.4% 1.99 2.5% 70% False False 33,065
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 0.54
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.71
2.618 85.78
1.618 83.37
1.000 81.88
0.618 80.96
HIGH 79.47
0.618 78.55
0.500 78.27
0.382 77.98
LOW 77.06
0.618 75.57
1.000 74.65
1.618 73.16
2.618 70.75
4.250 66.82
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 78.97 79.18
PP 78.62 79.04
S1 78.27 78.91

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

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