NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 80.05 80.77 0.72 0.9% 85.85
High 81.53 80.77 -0.76 -0.9% 86.41
Low 79.30 79.57 0.27 0.3% 80.67
Close 81.53 80.07 -1.46 -1.8% 80.86
Range 2.23 1.20 -1.03 -46.2% 5.74
ATR 1.67 1.69 0.02 1.2% 0.00
Volume 6,403 8,257 1,854 29.0% 32,249
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 83.74 83.10 80.73
R3 82.54 81.90 80.40
R2 81.34 81.34 80.29
R1 80.70 80.70 80.18 80.42
PP 80.14 80.14 80.14 80.00
S1 79.50 79.50 79.96 79.22
S2 78.94 78.94 79.85
S3 77.74 78.30 79.74
S4 76.54 77.10 79.41
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 83.21 79.30 3.91 4.9% 1.59 2.0% 20% False False 7,034
10 86.41 79.30 7.11 8.9% 1.64 2.0% 11% False False 6,187
20 86.41 76.17 10.24 12.8% 1.48 1.8% 38% False False 4,611
40 86.41 75.83 10.58 13.2% 1.57 2.0% 40% False False 4,180
60 86.41 75.83 10.58 13.2% 1.63 2.0% 40% False False 3,850
80 86.41 70.06 16.35 20.4% 1.60 2.0% 61% False False 3,589
100 86.41 70.06 16.35 20.4% 1.58 2.0% 61% False False 3,483
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 85.87
2.618 83.91
1.618 82.71
1.000 81.97
0.618 81.51
HIGH 80.77
0.618 80.31
0.500 80.17
0.382 80.03
LOW 79.57
0.618 78.83
1.000 78.37
1.618 77.63
2.618 76.43
4.250 74.47
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 80.17 80.60
PP 80.14 80.42
S1 80.10 80.25

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

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