NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 74.24 74.02 -0.22 -0.3% 74.60
High 74.92 75.21 0.29 0.4% 75.82
Low 73.40 72.89 -0.51 -0.7% 72.89
Close 74.07 73.35 -0.72 -1.0% 73.35
Range 1.52 2.32 0.80 52.6% 2.93
ATR 1.90 1.93 0.03 1.6% 0.00
Volume 101,291 67,277 -34,014 -33.6% 410,774
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 80.78 79.38 74.63
R3 78.46 77.06 73.99
R2 76.14 76.14 73.78
R1 74.74 74.74 73.56 74.28
PP 73.82 73.82 73.82 73.59
S1 72.42 72.42 73.14 71.96
S2 71.50 71.50 72.92
S3 69.18 70.10 72.71
S4 66.86 67.78 72.07
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 82.81 81.01 74.96
R3 79.88 78.08 74.16
R2 76.95 76.95 73.89
R1 75.15 75.15 73.62 74.59
PP 74.02 74.02 74.02 73.74
S1 72.22 72.22 73.08 71.66
S2 71.09 71.09 72.81
S3 68.16 69.29 72.54
S4 65.23 66.36 71.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.82 72.89 2.93 4.0% 1.79 2.4% 16% False True 82,154
10 80.21 72.89 7.32 10.0% 2.01 2.7% 6% False True 75,841
20 84.96 72.89 12.07 16.5% 1.84 2.5% 4% False True 57,223
40 84.96 72.89 12.07 16.5% 1.84 2.5% 4% False True 38,866
60 84.96 72.89 12.07 16.5% 1.94 2.6% 4% False True 28,889
80 84.96 71.19 13.77 18.8% 1.92 2.6% 16% False False 23,041
100 84.96 68.38 16.58 22.6% 1.82 2.5% 30% False False 19,187
120 84.96 68.38 16.58 22.6% 1.68 2.3% 30% False False 16,368
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.07
2.618 81.28
1.618 78.96
1.000 77.53
0.618 76.64
HIGH 75.21
0.618 74.32
0.500 74.05
0.382 73.78
LOW 72.89
0.618 71.46
1.000 70.57
1.618 69.14
2.618 66.82
4.250 63.03
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 74.05 74.20
PP 73.82 73.92
S1 73.58 73.63

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

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