NYMEX Light Sweet Crude Oil Future April 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 78.68 79.76 1.08 1.4% 84.04
High 79.94 79.80 -0.14 -0.2% 84.96
Low 77.57 77.78 0.21 0.3% 78.70
Close 79.81 78.23 -1.58 -2.0% 78.97
Range 2.37 2.02 -0.35 -14.8% 6.26
ATR 1.87 1.88 0.01 0.6% 0.00
Volume 49,443 90,135 40,692 82.3% 242,697
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 84.66 83.47 79.34
R3 82.64 81.45 78.79
R2 80.62 80.62 78.60
R1 79.43 79.43 78.42 79.02
PP 78.60 78.60 78.60 78.40
S1 77.41 77.41 78.04 77.00
S2 76.58 76.58 77.86
S3 74.56 75.39 77.67
S4 72.54 73.37 77.12
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 99.66 95.57 82.41
R3 93.40 89.31 80.69
R2 87.14 87.14 80.12
R1 83.05 83.05 79.54 81.97
PP 80.88 80.88 80.88 80.33
S1 76.79 76.79 78.40 75.71
S2 74.62 74.62 77.82
S3 68.36 70.53 77.25
S4 62.10 64.27 75.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.54 77.57 3.97 5.1% 1.90 2.4% 17% False False 62,142
10 84.96 77.57 7.39 9.4% 1.91 2.4% 9% False False 52,252
20 84.96 74.28 10.68 13.7% 1.75 2.2% 37% False False 35,611
40 84.96 73.72 11.24 14.4% 1.90 2.4% 40% False False 27,161
60 84.96 73.72 11.24 14.4% 1.97 2.5% 40% False False 20,228
80 84.96 68.38 16.58 21.2% 1.88 2.4% 59% False False 16,574
100 84.96 68.38 16.58 21.2% 1.74 2.2% 59% False False 13,791
120 84.96 68.38 16.58 21.2% 1.63 2.1% 59% False False 11,833
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 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.39
2.618 85.09
1.618 83.07
1.000 81.82
0.618 81.05
HIGH 79.80
0.618 79.03
0.500 78.79
0.382 78.55
LOW 77.78
0.618 76.53
1.000 75.76
1.618 74.51
2.618 72.49
4.250 69.20
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 78.79 78.89
PP 78.60 78.67
S1 78.42 78.45

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

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