NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 28-Jan-2010
Day Change Summary
Previous Current
27-Jan-2010 28-Jan-2010 Change Change % Previous Week
Open 75.19 74.24 -0.95 -1.3% 78.68
High 75.51 74.92 -0.59 -0.8% 79.94
Low 73.14 73.40 0.26 0.4% 74.37
Close 74.15 74.07 -0.08 -0.1% 74.92
Range 2.37 1.52 -0.85 -35.9% 5.57
ATR 1.93 1.90 -0.03 -1.5% 0.00
Volume 60,873 101,291 40,418 66.4% 286,178
Daily Pivots for day following 28-Jan-2010
Classic Woodie Camarilla DeMark
R4 78.69 77.90 74.91
R3 77.17 76.38 74.49
R2 75.65 75.65 74.35
R1 74.86 74.86 74.21 74.50
PP 74.13 74.13 74.13 73.95
S1 73.34 73.34 73.93 72.98
S2 72.61 72.61 73.79
S3 71.09 71.82 73.65
S4 69.57 70.30 73.23
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 76.95 73.14 3.81 5.1% 1.85 2.5% 24% False False 83,332
10 81.32 73.14 8.18 11.0% 1.92 2.6% 11% False False 74,746
20 84.96 73.14 11.82 16.0% 1.78 2.4% 8% False False 54,687
40 84.96 73.14 11.82 16.0% 1.83 2.5% 8% False False 37,569
60 84.96 73.14 11.82 16.0% 1.93 2.6% 8% False False 27,862
80 84.96 70.45 14.51 19.6% 1.92 2.6% 25% False False 22,269
100 84.96 68.38 16.58 22.4% 1.80 2.4% 34% False False 18,538
120 84.96 68.38 16.58 22.4% 1.67 2.3% 34% False False 15,823
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.38
2.618 78.90
1.618 77.38
1.000 76.44
0.618 75.86
HIGH 74.92
0.618 74.34
0.500 74.16
0.382 73.98
LOW 73.40
0.618 72.46
1.000 71.88
1.618 70.94
2.618 69.42
4.250 66.94
Fisher Pivots for day following 28-Jan-2010
Pivot 1 day 3 day
R1 74.16 74.44
PP 74.13 74.31
S1 74.10 74.19

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

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