NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 83.34 82.61 -0.73 -0.9% 86.11
High 83.83 82.65 -1.18 -1.4% 87.30
Low 82.87 81.66 -1.21 -1.5% 81.66
Close 83.34 81.87 -1.47 -1.8% 81.87
Range 0.96 0.99 0.03 3.1% 5.64
ATR 1.32 1.35 0.03 1.9% 0.00
Volume 4,281 2,550 -1,731 -40.4% 19,631
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 85.03 84.44 82.41
R3 84.04 83.45 82.14
R2 83.05 83.05 82.05
R1 82.46 82.46 81.96 82.26
PP 82.06 82.06 82.06 81.96
S1 81.47 81.47 81.78 81.27
S2 81.07 81.07 81.69
S3 80.08 80.48 81.60
S4 79.09 79.49 81.33
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 100.53 96.84 84.97
R3 94.89 91.20 83.42
R2 89.25 89.25 82.90
R1 85.56 85.56 82.39 84.59
PP 83.61 83.61 83.61 83.12
S1 79.92 79.92 81.35 78.95
S2 77.97 77.97 80.84
S3 72.33 74.28 80.32
S4 66.69 68.64 78.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.30 81.66 5.64 6.9% 1.32 1.6% 4% False True 3,926
10 87.30 81.66 5.64 6.9% 1.16 1.4% 4% False True 3,249
20 87.30 77.51 9.79 12.0% 0.99 1.2% 45% False False 2,604
40 87.30 77.20 10.10 12.3% 1.04 1.3% 46% False False 2,591
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.86
2.618 85.24
1.618 84.25
1.000 83.64
0.618 83.26
HIGH 82.65
0.618 82.27
0.500 82.16
0.382 82.04
LOW 81.66
0.618 81.05
1.000 80.67
1.618 80.06
2.618 79.07
4.250 77.45
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 82.16 82.91
PP 82.06 82.56
S1 81.97 82.22

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

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