NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 78.15 76.18 -1.97 -2.5% 78.68
High 78.79 76.95 -1.84 -2.3% 79.94
Low 76.13 74.37 -1.76 -2.3% 74.37
Close 76.53 74.92 -1.61 -2.1% 74.92
Range 2.66 2.58 -0.08 -3.0% 5.57
ATR 1.94 1.98 0.05 2.4% 0.00
Volume 73,437 73,163 -274 -0.4% 286,178
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 83.15 81.62 76.34
R3 80.57 79.04 75.63
R2 77.99 77.99 75.39
R1 76.46 76.46 75.16 75.94
PP 75.41 75.41 75.41 75.15
S1 73.88 73.88 74.68 73.36
S2 72.83 72.83 74.45
S3 70.25 71.30 74.21
S4 67.67 68.72 73.50
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 93.12 89.59 77.98
R3 87.55 84.02 76.45
R2 81.98 81.98 75.94
R1 78.45 78.45 75.43 77.43
PP 76.41 76.41 76.41 75.90
S1 72.88 72.88 74.41 71.86
S2 70.84 70.84 73.90
S3 65.27 67.31 73.39
S4 59.70 61.74 71.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.21 74.37 5.84 7.8% 2.23 3.0% 9% False True 69,528
10 84.96 74.37 10.59 14.1% 2.07 2.8% 5% False True 57,178
20 84.96 74.37 10.59 14.1% 1.81 2.4% 5% False True 40,755
40 84.96 73.72 11.24 15.0% 1.94 2.6% 11% False False 30,450
60 84.96 73.72 11.24 15.0% 1.98 2.6% 11% False False 22,517
80 84.96 68.94 16.02 21.4% 1.92 2.6% 37% False False 18,214
100 84.96 68.38 16.58 22.1% 1.78 2.4% 39% False False 15,208
120 84.96 68.38 16.58 22.1% 1.64 2.2% 39% False False 13,027
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.92
2.618 83.70
1.618 81.12
1.000 79.53
0.618 78.54
HIGH 76.95
0.618 75.96
0.500 75.66
0.382 75.36
LOW 74.37
0.618 72.78
1.000 71.79
1.618 70.20
2.618 67.62
4.250 63.41
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 75.66 77.09
PP 75.41 76.36
S1 75.17 75.64

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

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