NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 80.71 79.37 -1.34 -1.7% 86.11
High 81.05 80.10 -0.95 -1.2% 87.30
Low 80.71 78.99 -1.72 -2.1% 81.66
Close 81.13 79.37 -1.76 -2.2% 81.87
Range 0.34 1.11 0.77 226.5% 5.64
ATR 1.37 1.43 0.05 4.0% 0.00
Volume 3,272 5,804 2,532 77.4% 19,631
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 82.82 82.20 79.98
R3 81.71 81.09 79.68
R2 80.60 80.60 79.57
R1 79.98 79.98 79.47 79.93
PP 79.49 79.49 79.49 79.46
S1 78.87 78.87 79.27 78.82
S2 78.38 78.38 79.17
S3 77.27 77.76 79.06
S4 76.16 76.65 78.76
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 83.83 78.99 4.84 6.1% 0.92 1.2% 8% False True 3,656
10 87.30 78.99 8.31 10.5% 1.11 1.4% 5% False True 3,649
20 87.30 77.51 9.79 12.3% 1.05 1.3% 19% False False 2,667
40 87.30 77.20 10.10 12.7% 1.06 1.3% 21% False False 2,746
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 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.82
2.618 83.01
1.618 81.90
1.000 81.21
0.618 80.79
HIGH 80.10
0.618 79.68
0.500 79.55
0.382 79.41
LOW 78.99
0.618 78.30
1.000 77.88
1.618 77.19
2.618 76.08
4.250 74.27
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 79.55 80.50
PP 79.49 80.12
S1 79.43 79.75

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

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