NYMEX Light Sweet Crude Oil Future June 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 80.96 79.45 -1.51 -1.9% 85.75
High 80.97 79.85 -1.12 -1.4% 85.95
Low 79.00 77.35 -1.65 -2.1% 80.03
Close 79.47 77.74 -1.73 -2.2% 80.28
Range 1.97 2.50 0.53 26.9% 5.92
ATR 1.83 1.88 0.05 2.6% 0.00
Volume 39,388 32,221 -7,167 -18.2% 149,205
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 85.81 84.28 79.12
R3 83.31 81.78 78.43
R2 80.81 80.81 78.20
R1 79.28 79.28 77.97 78.80
PP 78.31 78.31 78.31 78.07
S1 76.78 76.78 77.51 76.30
S2 75.81 75.81 77.28
S3 73.31 74.28 77.05
S4 70.81 71.78 76.37
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 82.51 77.35 5.16 6.6% 1.92 2.5% 8% False True 34,300
10 85.95 77.35 8.60 11.1% 1.83 2.4% 5% False True 31,315
20 85.95 75.60 10.35 13.3% 1.69 2.2% 21% False False 23,940
40 85.95 75.00 10.95 14.1% 1.90 2.4% 25% False False 23,598
60 85.95 75.00 10.95 14.1% 1.98 2.5% 25% False False 20,645
80 85.95 69.58 16.37 21.1% 1.95 2.5% 50% False False 18,926
100 85.95 69.40 16.55 21.3% 1.94 2.5% 50% False False 17,317
120 85.95 69.40 16.55 21.3% 1.92 2.5% 50% False False 15,965
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 0.36
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 90.48
2.618 86.40
1.618 83.90
1.000 82.35
0.618 81.40
HIGH 79.85
0.618 78.90
0.500 78.60
0.382 78.31
LOW 77.35
0.618 75.81
1.000 74.85
1.618 73.31
2.618 70.81
4.250 66.73
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 78.60 79.21
PP 78.31 78.72
S1 78.03 78.23

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

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