NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 82.56 80.71 -1.85 -2.2% 86.11
High 82.00 81.05 -0.95 -1.2% 87.30
Low 80.79 80.71 -0.08 -0.1% 81.66
Close 82.56 81.13 -1.43 -1.7% 81.87
Range 1.21 0.34 -0.87 -71.9% 5.64
ATR 1.34 1.37 0.04 2.7% 0.00
Volume 2,375 3,272 897 37.8% 19,631
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 81.98 81.90 81.32
R3 81.64 81.56 81.22
R2 81.30 81.30 81.19
R1 81.22 81.22 81.16 81.26
PP 80.96 80.96 80.96 80.99
S1 80.88 80.88 81.10 80.92
S2 80.62 80.62 81.07
S3 80.28 80.54 81.04
S4 79.94 80.20 80.94
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 84.15 80.71 3.44 4.2% 1.07 1.3% 12% False True 3,851
10 87.30 80.71 6.59 8.1% 1.20 1.5% 6% False True 3,326
20 87.30 77.51 9.79 12.1% 0.99 1.2% 37% False False 2,577
40 87.30 77.20 10.10 12.4% 1.03 1.3% 39% False False 2,641
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.22
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 82.50
2.618 81.94
1.618 81.60
1.000 81.39
0.618 81.26
HIGH 81.05
0.618 80.92
0.500 80.88
0.382 80.84
LOW 80.71
0.618 80.50
1.000 80.37
1.618 80.16
2.618 79.82
4.250 79.27
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 81.05 81.68
PP 80.96 81.50
S1 80.88 81.31

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

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