NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 82.61 82.56 -0.05 -0.1% 86.11
High 82.65 82.00 -0.65 -0.8% 87.30
Low 81.66 80.79 -0.87 -1.1% 81.66
Close 81.87 82.56 0.69 0.8% 81.87
Range 0.99 1.21 0.22 22.2% 5.64
ATR 1.35 1.34 -0.01 -0.7% 0.00
Volume 2,550 2,375 -175 -6.9% 19,631
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 85.41 85.20 83.23
R3 84.20 83.99 82.89
R2 82.99 82.99 82.78
R1 82.78 82.78 82.67 83.17
PP 81.78 81.78 81.78 81.98
S1 81.57 81.57 82.45 81.96
S2 80.57 80.57 82.34
S3 79.36 80.36 82.23
S4 78.15 79.15 81.89
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 85.20 80.79 4.41 5.3% 1.26 1.5% 40% False True 3,727
10 87.30 80.79 6.51 7.9% 1.24 1.5% 27% False True 3,365
20 87.30 77.51 9.79 11.9% 1.04 1.3% 52% False False 2,519
40 87.30 77.20 10.10 12.2% 1.06 1.3% 53% False False 2,619
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 0.23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.14
2.618 85.17
1.618 83.96
1.000 83.21
0.618 82.75
HIGH 82.00
0.618 81.54
0.500 81.40
0.382 81.25
LOW 80.79
0.618 80.04
1.000 79.58
1.618 78.83
2.618 77.62
4.250 75.65
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 82.17 82.48
PP 81.78 82.39
S1 81.40 82.31

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

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