NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 75.72 75.92 0.20 0.3% 77.43
High 76.64 76.82 0.18 0.2% 77.49
Low 75.12 74.64 -0.48 -0.6% 74.64
Close 75.72 75.08 -0.64 -0.8% 75.08
Range 1.52 2.18 0.66 43.4% 2.85
ATR 1.74 1.77 0.03 1.8% 0.00
Volume 9,651 8,133 -1,518 -15.7% 45,014
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 82.05 80.75 76.28
R3 79.87 78.57 75.68
R2 77.69 77.69 75.48
R1 76.39 76.39 75.28 75.95
PP 75.51 75.51 75.51 75.30
S1 74.21 74.21 74.88 73.77
S2 73.33 73.33 74.68
S3 71.15 72.03 74.48
S4 68.97 69.85 73.88
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 84.29 82.53 76.65
R3 81.44 79.68 75.86
R2 78.59 78.59 75.60
R1 76.83 76.83 75.34 76.29
PP 75.74 75.74 75.74 75.46
S1 73.98 73.98 74.82 73.44
S2 72.89 72.89 74.56
S3 70.04 71.13 74.30
S4 67.19 68.28 73.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.49 74.64 2.85 3.8% 1.61 2.1% 15% False True 9,002
10 81.90 74.64 7.26 9.7% 1.77 2.4% 6% False True 7,746
20 86.41 74.64 11.77 15.7% 1.60 2.1% 4% False True 6,538
40 86.41 74.64 11.77 15.7% 1.61 2.1% 4% False True 4,995
60 86.41 74.64 11.77 15.7% 1.62 2.2% 4% False True 4,344
80 86.41 72.49 13.92 18.5% 1.63 2.2% 19% False False 4,103
100 86.41 70.06 16.35 21.8% 1.62 2.2% 31% False False 3,838
120 86.41 70.06 16.35 21.8% 1.61 2.1% 31% False False 3,649
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 86.09
2.618 82.53
1.618 80.35
1.000 79.00
0.618 78.17
HIGH 76.82
0.618 75.99
0.500 75.73
0.382 75.47
LOW 74.64
0.618 73.29
1.000 72.46
1.618 71.11
2.618 68.93
4.250 65.38
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 75.73 75.91
PP 75.51 75.63
S1 75.30 75.36

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

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