NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 78.21 79.17 0.96 1.2% 83.37
High 79.47 79.36 -0.11 -0.1% 84.45
Low 77.06 77.27 0.21 0.3% 78.09
Close 79.32 77.74 -1.58 -2.0% 78.37
Range 2.41 2.09 -0.32 -13.3% 6.36
ATR 1.95 1.96 0.01 0.5% 0.00
Volume 190,088 351,108 161,020 84.7% 829,944
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 84.39 83.16 78.89
R3 82.30 81.07 78.31
R2 80.21 80.21 78.12
R1 78.98 78.98 77.93 78.55
PP 78.12 78.12 78.12 77.91
S1 76.89 76.89 77.55 76.46
S2 76.03 76.03 77.36
S3 73.94 74.80 77.17
S4 71.85 72.71 76.59
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 81.01 77.06 3.95 5.1% 1.96 2.5% 17% False False 223,961
10 84.45 77.06 7.39 9.5% 1.96 2.5% 9% False False 171,836
20 84.45 73.52 10.93 14.1% 1.81 2.3% 39% False False 115,207
40 84.45 72.45 12.00 15.4% 2.04 2.6% 44% False False 88,754
60 84.45 72.45 12.00 15.4% 2.13 2.7% 44% False False 65,156
80 84.45 67.46 16.99 21.9% 2.08 2.7% 61% False False 51,529
100 84.45 67.46 16.99 21.9% 2.06 2.6% 61% False False 42,421
120 84.45 67.46 16.99 21.9% 1.99 2.6% 61% False False 35,968
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.24
2.618 84.83
1.618 82.74
1.000 81.45
0.618 80.65
HIGH 79.36
0.618 78.56
0.500 78.32
0.382 78.07
LOW 77.27
0.618 75.98
1.000 75.18
1.618 73.89
2.618 71.80
4.250 68.39
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 78.32 78.41
PP 78.12 78.18
S1 77.93 77.96

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

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