NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 75.70 75.19 -0.51 -0.7% 78.68
High 75.73 75.51 -0.22 -0.3% 79.94
Low 74.27 73.14 -1.13 -1.5% 74.37
Close 75.15 74.15 -1.00 -1.3% 74.92
Range 1.46 2.37 0.91 62.3% 5.57
ATR 1.90 1.93 0.03 1.8% 0.00
Volume 87,651 60,873 -26,778 -30.6% 286,178
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 81.38 80.13 75.45
R3 79.01 77.76 74.80
R2 76.64 76.64 74.58
R1 75.39 75.39 74.37 74.83
PP 74.27 74.27 74.27 73.99
S1 73.02 73.02 73.93 72.46
S2 71.90 71.90 73.72
S3 69.53 70.65 73.50
S4 67.16 68.28 72.85
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 78.79 73.14 5.65 7.6% 2.07 2.8% 18% False True 77,761
10 81.54 73.14 8.40 11.3% 1.99 2.7% 12% False True 69,952
20 84.96 73.14 11.82 15.9% 1.77 2.4% 9% False True 50,174
40 84.96 73.14 11.82 15.9% 1.86 2.5% 9% False True 35,386
60 84.96 73.14 11.82 15.9% 1.95 2.6% 9% False True 26,277
80 84.96 70.45 14.51 19.6% 1.92 2.6% 25% False False 21,079
100 84.96 68.38 16.58 22.4% 1.79 2.4% 35% False False 17,558
120 84.96 68.38 16.58 22.4% 1.66 2.2% 35% False False 14,999
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.58
2.618 81.71
1.618 79.34
1.000 77.88
0.618 76.97
HIGH 75.51
0.618 74.60
0.500 74.33
0.382 74.05
LOW 73.14
0.618 71.68
1.000 70.77
1.618 69.31
2.618 66.94
4.250 63.07
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 74.33 74.48
PP 74.27 74.37
S1 74.21 74.26

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

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