NYMEX Light Sweet Crude Oil Future July 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 80.77 78.33 -2.44 -3.0% 85.85
High 80.77 80.50 -0.27 -0.3% 86.41
Low 79.57 77.93 -1.64 -2.1% 80.67
Close 80.07 78.33 -1.74 -2.2% 80.86
Range 1.20 2.57 1.37 114.2% 5.74
ATR 1.69 1.75 0.06 3.7% 0.00
Volume 8,257 7,005 -1,252 -15.2% 32,249
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 86.63 85.05 79.74
R3 84.06 82.48 79.04
R2 81.49 81.49 78.80
R1 79.91 79.91 78.57 79.62
PP 78.92 78.92 78.92 78.77
S1 77.34 77.34 78.09 77.05
S2 76.35 76.35 77.86
S3 73.78 74.77 77.62
S4 71.21 72.20 76.92
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 82.90 77.93 4.97 6.3% 1.69 2.2% 8% False True 6,786
10 86.41 77.93 8.48 10.8% 1.68 2.1% 5% False True 6,389
20 86.41 76.17 10.24 13.1% 1.50 1.9% 21% False False 4,768
40 86.41 75.83 10.58 13.5% 1.62 2.1% 24% False False 4,317
60 86.41 75.83 10.58 13.5% 1.65 2.1% 24% False False 3,931
80 86.41 70.45 15.96 20.4% 1.62 2.1% 49% False False 3,637
100 86.41 70.06 16.35 20.9% 1.59 2.0% 51% False False 3,536
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 0.43
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 91.42
2.618 87.23
1.618 84.66
1.000 83.07
0.618 82.09
HIGH 80.50
0.618 79.52
0.500 79.22
0.382 78.91
LOW 77.93
0.618 76.34
1.000 75.36
1.618 73.77
2.618 71.20
4.250 67.01
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 79.22 79.73
PP 78.92 79.26
S1 78.63 78.80

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

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