NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 80.37 78.85 -1.52 -1.9% 84.65
High 80.37 79.25 -1.12 -1.4% 85.43
Low 78.35 76.76 -1.59 -2.0% 79.38
Close 78.85 77.13 -1.72 -2.2% 79.64
Range 2.02 2.49 0.47 23.3% 6.05
ATR 1.79 1.84 0.05 2.8% 0.00
Volume 35,089 35,907 818 2.3% 118,662
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 85.18 83.65 78.50
R3 82.69 81.16 77.81
R2 80.20 80.20 77.59
R1 78.67 78.67 77.36 78.19
PP 77.71 77.71 77.71 77.48
S1 76.18 76.18 76.90 75.70
S2 75.22 75.22 76.67
S3 72.73 73.69 76.45
S4 70.24 71.20 75.76
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 81.95 76.76 5.19 6.7% 1.93 2.5% 7% False True 29,811
10 85.43 76.76 8.67 11.2% 1.83 2.4% 4% False True 25,784
20 85.43 75.02 10.41 13.5% 1.70 2.2% 20% False False 17,527
40 85.43 74.52 10.91 14.1% 1.81 2.3% 24% False False 14,574
60 85.43 74.52 10.91 14.1% 1.81 2.3% 24% False False 11,451
80 85.43 68.99 16.44 21.3% 1.67 2.2% 50% False False 9,706
100 85.43 68.84 16.59 21.5% 1.48 1.9% 50% False False 8,344
120 85.43 68.84 16.59 21.5% 1.35 1.7% 50% False False 7,276
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 89.83
2.618 85.77
1.618 83.28
1.000 81.74
0.618 80.79
HIGH 79.25
0.618 78.30
0.500 78.01
0.382 77.71
LOW 76.76
0.618 75.22
1.000 74.27
1.618 72.73
2.618 70.24
4.250 66.18
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 78.01 78.60
PP 77.71 78.11
S1 77.42 77.62

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

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