NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 26-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 26-Jan-2010 Change Change % Previous Week
Open 75.27 76.07 0.80 1.1% 79.30
High 76.31 76.19 -0.12 -0.2% 80.43
Low 75.10 74.85 -0.25 -0.3% 74.96
Close 76.27 75.73 -0.54 -0.7% 75.46
Range 1.21 1.34 0.13 10.7% 5.47
ATR 1.84 1.81 -0.03 -1.6% 0.00
Volume 41,753 31,153 -10,600 -25.4% 122,310
Daily Pivots for day following 26-Jan-2010
Classic Woodie Camarilla DeMark
R4 79.61 79.01 76.47
R3 78.27 77.67 76.10
R2 76.93 76.93 75.98
R1 76.33 76.33 75.85 75.96
PP 75.59 75.59 75.59 75.41
S1 74.99 74.99 75.61 74.62
S2 74.25 74.25 75.48
S3 72.91 73.65 75.36
S4 71.57 72.31 74.99
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 93.36 89.88 78.47
R3 87.89 84.41 76.96
R2 82.42 82.42 76.46
R1 78.94 78.94 75.96 77.95
PP 76.95 76.95 76.95 76.45
S1 73.47 73.47 74.96 72.48
S2 71.48 71.48 74.46
S3 66.01 68.00 73.96
S4 60.54 62.53 72.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.37 74.85 5.52 7.3% 1.93 2.5% 16% False True 34,730
10 83.89 74.85 9.04 11.9% 1.93 2.5% 10% False True 28,914
20 85.43 74.85 10.58 14.0% 1.65 2.2% 8% False True 21,466
40 85.43 74.52 10.91 14.4% 1.79 2.4% 11% False False 16,599
60 85.43 74.52 10.91 14.4% 1.83 2.4% 11% False False 12,910
80 85.43 71.93 13.50 17.8% 1.67 2.2% 28% False False 10,868
100 85.43 68.84 16.59 21.9% 1.51 2.0% 42% False False 9,295
120 85.43 68.84 16.59 21.9% 1.36 1.8% 42% False False 8,086
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.89
2.618 79.70
1.618 78.36
1.000 77.53
0.618 77.02
HIGH 76.19
0.618 75.68
0.500 75.52
0.382 75.36
LOW 74.85
0.618 74.02
1.000 73.51
1.618 72.68
2.618 71.34
4.250 69.16
Fisher Pivots for day following 26-Jan-2010
Pivot 1 day 3 day
R1 75.66 76.20
PP 75.59 76.04
S1 75.52 75.89

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

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