NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 25-Jan-2010
Day Change Summary
Previous Current
22-Jan-2010 25-Jan-2010 Change Change % Previous Week
Open 77.68 78.50 0.82 1.1% 82.56
High 79.44 78.44 -1.00 -1.3% 82.00
Low 77.38 77.42 0.04 0.1% 77.38
Close 77.68 78.50 0.82 1.1% 77.68
Range 2.06 1.02 -1.04 -50.5% 4.62
ATR 1.47 1.44 -0.03 -2.2% 0.00
Volume 3,542 6,360 2,818 79.6% 14,993
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 81.18 80.86 79.06
R3 80.16 79.84 78.78
R2 79.14 79.14 78.69
R1 78.82 78.82 78.59 79.01
PP 78.12 78.12 78.12 78.22
S1 77.80 77.80 78.41 77.99
S2 77.10 77.10 78.31
S3 76.08 76.78 78.22
S4 75.06 75.76 77.94
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 92.88 89.90 80.22
R3 88.26 85.28 78.95
R2 83.64 83.64 78.53
R1 80.66 80.66 78.10 79.84
PP 79.02 79.02 79.02 78.61
S1 76.04 76.04 77.26 75.22
S2 74.40 74.40 76.83
S3 69.78 71.42 76.41
S4 65.16 66.80 75.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.00 77.38 4.62 5.9% 1.15 1.5% 24% False False 4,270
10 87.30 77.38 9.92 12.6% 1.24 1.6% 11% False False 4,098
20 87.30 77.38 9.92 12.6% 1.03 1.3% 11% False False 2,963
40 87.30 77.20 10.10 12.9% 1.08 1.4% 13% False False 2,892
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.78
2.618 81.11
1.618 80.09
1.000 79.46
0.618 79.07
HIGH 78.44
0.618 78.05
0.500 77.93
0.382 77.81
LOW 77.42
0.618 76.79
1.000 76.40
1.618 75.77
2.618 74.75
4.250 73.09
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 78.31 78.74
PP 78.12 78.66
S1 77.93 78.58

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

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