NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 81.02 80.56 -0.46 -0.6% 81.23
High 81.54 81.32 -0.22 -0.3% 84.60
Low 79.37 79.90 0.53 0.7% 81.05
Close 80.60 80.47 -0.13 -0.2% 83.87
Range 2.17 1.42 -0.75 -34.6% 3.55
ATR 1.87 1.83 -0.03 -1.7% 0.00
Volume 53,347 56,324 2,977 5.6% 188,481
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 84.82 84.07 81.25
R3 83.40 82.65 80.86
R2 81.98 81.98 80.73
R1 81.23 81.23 80.60 80.90
PP 80.56 80.56 80.56 80.40
S1 79.81 79.81 80.34 79.48
S2 79.14 79.14 80.21
S3 77.72 78.39 80.08
S4 76.30 76.97 79.69
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 93.82 92.40 85.82
R3 90.27 88.85 84.85
R2 86.72 86.72 84.52
R1 85.30 85.30 84.20 86.01
PP 83.17 83.17 83.17 83.53
S1 81.75 81.75 83.54 82.46
S2 79.62 79.62 83.22
S3 76.07 78.20 82.89
S4 72.52 74.65 81.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.96 79.37 5.59 6.9% 1.91 2.4% 20% False False 44,828
10 84.96 79.37 5.59 6.9% 1.67 2.1% 20% False False 38,604
20 84.96 74.28 10.68 13.3% 1.73 2.1% 58% False False 28,920
40 84.96 73.72 11.24 14.0% 1.88 2.3% 60% False False 22,621
60 84.96 73.72 11.24 14.0% 1.97 2.4% 60% False False 17,190
80 84.96 68.38 16.58 20.6% 1.89 2.4% 73% False False 14,193
100 84.96 68.38 16.58 20.6% 1.70 2.1% 73% False False 11,837
120 84.96 68.38 16.58 20.6% 1.60 2.0% 73% False False 10,225
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 87.36
2.618 85.04
1.618 83.62
1.000 82.74
0.618 82.20
HIGH 81.32
0.618 80.78
0.500 80.61
0.382 80.44
LOW 79.90
0.618 79.02
1.000 78.48
1.618 77.60
2.618 76.18
4.250 73.87
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 80.61 81.35
PP 80.56 81.05
S1 80.52 80.76

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

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