NYMEX Light Sweet Crude Oil Future July 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 81.61 80.05 -1.56 -1.9% 85.85
High 81.90 81.53 -0.37 -0.5% 86.41
Low 80.67 79.30 -1.37 -1.7% 80.67
Close 80.86 81.53 0.67 0.8% 80.86
Range 1.23 2.23 1.00 81.3% 5.74
ATR 1.63 1.67 0.04 2.6% 0.00
Volume 5,738 6,403 665 11.6% 32,249
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 87.48 86.73 82.76
R3 85.25 84.50 82.14
R2 83.02 83.02 81.94
R1 82.27 82.27 81.73 82.65
PP 80.79 80.79 80.79 80.97
S1 80.04 80.04 81.33 80.42
S2 78.56 78.56 81.12
S3 76.33 77.81 80.92
S4 74.10 75.58 80.30
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 99.87 96.10 84.02
R3 94.13 90.36 82.44
R2 88.39 88.39 81.91
R1 84.62 84.62 81.39 83.64
PP 82.65 82.65 82.65 82.15
S1 78.88 78.88 80.33 77.90
S2 76.91 76.91 79.81
S3 71.17 73.14 79.28
S4 65.43 67.40 77.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.96 79.30 5.66 6.9% 1.83 2.2% 39% False True 6,391
10 86.41 79.30 7.11 8.7% 1.58 1.9% 31% False True 5,916
20 86.41 76.17 10.24 12.6% 1.49 1.8% 52% False False 4,323
40 86.41 75.83 10.58 13.0% 1.59 1.9% 54% False False 4,010
60 86.41 75.83 10.58 13.0% 1.63 2.0% 54% False False 3,766
80 86.41 70.06 16.35 20.1% 1.62 2.0% 70% False False 3,537
100 86.41 70.06 16.35 20.1% 1.57 1.9% 70% False False 3,435
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 0.45
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 91.01
2.618 87.37
1.618 85.14
1.000 83.76
0.618 82.91
HIGH 81.53
0.618 80.68
0.500 80.42
0.382 80.15
LOW 79.30
0.618 77.92
1.000 77.07
1.618 75.69
2.618 73.46
4.250 69.82
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 81.16 81.39
PP 80.79 81.24
S1 80.42 81.10

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

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