NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 26-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 26-Jan-2010 Change Change % Previous Week
Open 78.50 77.87 -0.63 -0.8% 82.56
High 78.44 77.87 -0.57 -0.7% 82.00
Low 77.42 77.51 0.09 0.1% 77.38
Close 78.50 77.87 -0.63 -0.8% 77.68
Range 1.02 0.36 -0.66 -64.7% 4.62
ATR 1.44 1.41 -0.03 -2.2% 0.00
Volume 6,360 4,146 -2,214 -34.8% 14,993
Daily Pivots for day following 26-Jan-2010
Classic Woodie Camarilla DeMark
R4 78.83 78.71 78.07
R3 78.47 78.35 77.97
R2 78.11 78.11 77.94
R1 77.99 77.99 77.90 78.05
PP 77.75 77.75 77.75 77.78
S1 77.63 77.63 77.84 77.69
S2 77.39 77.39 77.80
S3 77.03 77.27 77.77
S4 76.67 76.91 77.67
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 81.05 77.38 3.67 4.7% 0.98 1.3% 13% False False 4,624
10 85.20 77.38 7.82 10.0% 1.12 1.4% 6% False False 4,176
20 87.30 77.38 9.92 12.7% 0.98 1.3% 5% False False 3,104
40 87.30 77.20 10.10 13.0% 1.09 1.4% 7% False False 2,973
60 87.30 77.20 10.10 13.0% 1.06 1.4% 7% False False 2,760
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 79.40
2.618 78.81
1.618 78.45
1.000 78.23
0.618 78.09
HIGH 77.87
0.618 77.73
0.500 77.69
0.382 77.65
LOW 77.51
0.618 77.29
1.000 77.15
1.618 76.93
2.618 76.57
4.250 75.98
Fisher Pivots for day following 26-Jan-2010
Pivot 1 day 3 day
R1 77.81 78.41
PP 77.75 78.23
S1 77.69 78.05

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

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