NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 81.33 80.03 -1.30 -1.6% 85.75
High 81.45 81.06 -0.39 -0.5% 85.95
Low 80.03 78.79 -1.24 -1.5% 80.03
Close 80.28 80.97 0.69 0.9% 80.28
Range 1.42 2.27 0.85 59.9% 5.92
ATR 1.78 1.82 0.03 2.0% 0.00
Volume 31,829 29,508 -2,321 -7.3% 149,205
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 87.08 86.30 82.22
R3 84.81 84.03 81.59
R2 82.54 82.54 81.39
R1 81.76 81.76 81.18 82.15
PP 80.27 80.27 80.27 80.47
S1 79.49 79.49 80.76 79.88
S2 78.00 78.00 80.55
S3 75.73 77.22 80.35
S4 73.46 74.95 79.72
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 99.85 95.98 83.54
R3 93.93 90.06 81.91
R2 88.01 88.01 81.37
R1 84.14 84.14 80.82 83.12
PP 82.09 82.09 82.09 81.57
S1 78.22 78.22 79.74 77.20
S2 76.17 76.17 79.19
S3 70.25 72.30 78.65
S4 64.33 66.38 77.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.45 78.79 5.66 7.0% 1.94 2.4% 39% False True 29,004
10 85.95 78.79 7.16 8.8% 1.70 2.1% 30% False True 29,613
20 85.95 75.60 10.35 12.8% 1.65 2.0% 52% False False 22,300
40 85.95 75.00 10.95 13.5% 1.88 2.3% 55% False False 22,513
60 85.95 75.00 10.95 13.5% 1.95 2.4% 55% False False 20,098
80 85.95 69.40 16.55 20.4% 1.95 2.4% 70% False False 18,407
100 85.95 69.40 16.55 20.4% 1.93 2.4% 70% False False 16,742
120 85.95 69.40 16.55 20.4% 1.93 2.4% 70% False False 15,470
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.41
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 90.71
2.618 87.00
1.618 84.73
1.000 83.33
0.618 82.46
HIGH 81.06
0.618 80.19
0.500 79.93
0.382 79.66
LOW 78.79
0.618 77.39
1.000 76.52
1.618 75.12
2.618 72.85
4.250 69.14
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 80.62 80.86
PP 80.27 80.76
S1 79.93 80.65

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

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