NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 79.30 80.37 1.07 1.3% 84.65
High 80.43 80.37 -0.06 -0.1% 85.43
Low 78.19 78.35 0.16 0.2% 79.38
Close 80.40 78.85 -1.55 -1.9% 79.64
Range 2.24 2.02 -0.22 -9.8% 6.05
ATR 1.77 1.79 0.02 1.1% 0.00
Volume 21,565 35,089 13,524 62.7% 118,662
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 85.25 84.07 79.96
R3 83.23 82.05 79.41
R2 81.21 81.21 79.22
R1 80.03 80.03 79.04 79.61
PP 79.19 79.19 79.19 78.98
S1 78.01 78.01 78.66 77.59
S2 77.17 77.17 78.48
S3 75.15 75.99 78.29
S4 73.13 73.97 77.74
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 99.63 95.69 82.97
R3 93.58 89.64 81.30
R2 87.53 87.53 80.75
R1 83.59 83.59 80.19 82.54
PP 81.48 81.48 81.48 80.96
S1 77.54 77.54 79.09 76.49
S2 75.43 75.43 78.53
S3 69.38 71.49 77.98
S4 63.33 65.44 76.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.11 78.19 3.92 5.0% 1.85 2.3% 17% False False 27,187
10 85.43 78.19 7.24 9.2% 1.82 2.3% 9% False False 23,754
20 85.43 75.02 10.41 13.2% 1.67 2.1% 37% False False 16,459
40 85.43 74.52 10.91 13.8% 1.78 2.3% 40% False False 13,787
60 85.43 74.52 10.91 13.8% 1.79 2.3% 40% False False 10,897
80 85.43 68.84 16.59 21.0% 1.66 2.1% 60% False False 9,329
100 85.43 68.84 16.59 21.0% 1.46 1.9% 60% False False 7,998
120 85.43 68.84 16.59 21.0% 1.33 1.7% 60% False False 6,986
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.96
2.618 85.66
1.618 83.64
1.000 82.39
0.618 81.62
HIGH 80.37
0.618 79.60
0.500 79.36
0.382 79.12
LOW 78.35
0.618 77.10
1.000 76.33
1.618 75.08
2.618 73.06
4.250 69.77
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 79.36 79.52
PP 79.19 79.30
S1 79.02 79.07

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

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