NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 79.76 78.15 -1.61 -2.0% 84.04
High 79.80 78.79 -1.01 -1.3% 84.96
Low 77.78 76.13 -1.65 -2.1% 78.70
Close 78.23 76.53 -1.70 -2.2% 78.97
Range 2.02 2.66 0.64 31.7% 6.26
ATR 1.88 1.94 0.06 3.0% 0.00
Volume 90,135 73,437 -16,698 -18.5% 242,697
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 85.13 83.49 77.99
R3 82.47 80.83 77.26
R2 79.81 79.81 77.02
R1 78.17 78.17 76.77 77.66
PP 77.15 77.15 77.15 76.90
S1 75.51 75.51 76.29 75.00
S2 74.49 74.49 76.04
S3 71.83 72.85 75.80
S4 69.17 70.19 75.07
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 81.32 76.13 5.19 6.8% 2.00 2.6% 8% False True 66,160
10 84.96 76.13 8.83 11.5% 1.93 2.5% 5% False True 55,899
20 84.96 74.28 10.68 14.0% 1.78 2.3% 21% False False 37,955
40 84.96 73.72 11.24 14.7% 1.93 2.5% 25% False False 28,808
60 84.96 73.72 11.24 14.7% 1.99 2.6% 25% False False 21,381
80 84.96 68.40 16.56 21.6% 1.90 2.5% 49% False False 17,399
100 84.96 68.38 16.58 21.7% 1.76 2.3% 49% False False 14,507
120 84.96 68.38 16.58 21.7% 1.63 2.1% 49% False False 12,431
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 90.10
2.618 85.75
1.618 83.09
1.000 81.45
0.618 80.43
HIGH 78.79
0.618 77.77
0.500 77.46
0.382 77.15
LOW 76.13
0.618 74.49
1.000 73.47
1.618 71.83
2.618 69.17
4.250 64.83
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 77.46 78.04
PP 77.15 77.53
S1 76.84 77.03

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

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