NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 78.33 78.13 -0.20 -0.3% 80.05
High 80.50 78.54 -1.96 -2.4% 81.53
Low 77.93 76.09 -1.84 -2.4% 76.09
Close 78.33 76.63 -1.70 -2.2% 76.63
Range 2.57 2.45 -0.12 -4.7% 5.44
ATR 1.75 1.80 0.05 2.8% 0.00
Volume 7,005 5,051 -1,954 -27.9% 26,716
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 84.44 82.98 77.98
R3 81.99 80.53 77.30
R2 79.54 79.54 77.08
R1 78.08 78.08 76.85 77.59
PP 77.09 77.09 77.09 76.84
S1 75.63 75.63 76.41 75.14
S2 74.64 74.64 76.18
S3 72.19 73.18 75.96
S4 69.74 70.73 75.28
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 94.40 90.96 79.62
R3 88.96 85.52 78.13
R2 83.52 83.52 77.63
R1 80.08 80.08 77.13 79.08
PP 78.08 78.08 78.08 77.59
S1 74.64 74.64 76.13 73.64
S2 72.64 72.64 75.63
S3 67.20 69.20 75.13
S4 61.76 63.76 73.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.90 76.09 5.81 7.6% 1.94 2.5% 9% False True 6,490
10 86.41 76.09 10.32 13.5% 1.84 2.4% 5% False True 6,215
20 86.41 76.09 10.32 13.5% 1.54 2.0% 5% False True 4,880
40 86.41 75.83 10.58 13.8% 1.63 2.1% 8% False False 4,367
60 86.41 75.83 10.58 13.8% 1.64 2.1% 8% False False 3,942
80 86.41 70.45 15.96 20.8% 1.64 2.1% 39% False False 3,673
100 86.41 70.06 16.35 21.3% 1.61 2.1% 40% False False 3,571
120 86.41 70.06 16.35 21.3% 1.60 2.1% 40% False False 3,394
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.95
2.618 84.95
1.618 82.50
1.000 80.99
0.618 80.05
HIGH 78.54
0.618 77.60
0.500 77.32
0.382 77.03
LOW 76.09
0.618 74.58
1.000 73.64
1.618 72.13
2.618 69.68
4.250 65.68
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 77.32 78.43
PP 77.09 77.83
S1 76.86 77.23

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

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