NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 81.64 81.11 -0.53 -0.6% 81.11
High 82.11 81.95 -0.16 -0.2% 85.13
Low 80.00 80.53 0.53 0.7% 81.11
Close 81.21 81.11 -0.10 -0.1% 84.47
Range 2.11 1.42 -0.69 -32.7% 4.02
ATR 1.75 1.73 -0.02 -1.4% 0.00
Volume 22,787 24,649 1,862 8.2% 86,633
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 85.46 84.70 81.89
R3 84.04 83.28 81.50
R2 82.62 82.62 81.37
R1 81.86 81.86 81.24 81.82
PP 81.20 81.20 81.20 81.18
S1 80.44 80.44 80.98 80.40
S2 79.78 79.78 80.85
S3 78.36 79.02 80.72
S4 76.94 77.60 80.33
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 95.63 94.07 86.68
R3 91.61 90.05 85.58
R2 87.59 87.59 85.21
R1 86.03 86.03 84.84 86.81
PP 83.57 83.57 83.57 83.96
S1 82.01 82.01 84.10 82.79
S2 79.55 79.55 83.73
S3 75.53 77.99 83.36
S4 71.51 73.97 82.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.43 80.00 5.43 6.7% 1.83 2.3% 20% False False 21,131
10 85.43 80.00 5.43 6.7% 1.63 2.0% 20% False False 18,311
20 85.43 75.02 10.41 12.8% 1.65 2.0% 59% False False 13,737
40 85.43 74.52 10.91 13.5% 1.76 2.2% 60% False False 11,862
60 85.43 74.52 10.91 13.5% 1.77 2.2% 60% False False 9,697
80 85.43 68.84 16.59 20.5% 1.64 2.0% 74% False False 8,345
100 85.43 68.84 16.59 20.5% 1.41 1.7% 74% False False 7,160
120 85.43 68.84 16.59 20.5% 1.29 1.6% 74% False False 6,291
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 87.99
2.618 85.67
1.618 84.25
1.000 83.37
0.618 82.83
HIGH 81.95
0.618 81.41
0.500 81.24
0.382 81.07
LOW 80.53
0.618 79.65
1.000 79.11
1.618 78.23
2.618 76.81
4.250 74.50
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 81.24 81.95
PP 81.20 81.67
S1 81.15 81.39

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

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