NYMEX Light Sweet Crude Oil Future August 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 81.37 82.06 0.69 0.8% 85.70
High 82.43 81.85 -0.58 -0.7% 86.58
Low 81.49 80.59 -0.90 -1.1% 81.49
Close 81.37 82.06 0.69 0.8% 81.37
Range 0.94 1.26 0.32 34.0% 5.09
ATR 1.27 1.27 0.00 -0.1% 0.00
Volume 2,983 2,338 -645 -21.6% 16,015
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 85.28 84.93 82.75
R3 84.02 83.67 82.41
R2 82.76 82.76 82.29
R1 82.41 82.41 82.18 82.69
PP 81.50 81.50 81.50 81.64
S1 81.15 81.15 81.94 81.43
S2 80.24 80.24 81.83
S3 78.98 79.89 81.71
S4 77.72 78.63 81.37
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 98.42 94.98 84.17
R3 93.33 89.89 82.77
R2 88.24 88.24 82.30
R1 84.80 84.80 81.84 83.98
PP 83.15 83.15 83.15 82.73
S1 79.71 79.71 80.90 78.89
S2 78.06 78.06 80.44
S3 72.97 74.62 79.97
S4 67.88 69.53 78.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.00 80.59 4.41 5.4% 1.33 1.6% 33% False True 3,182
10 86.58 80.59 5.99 7.3% 1.12 1.4% 25% False True 2,760
20 86.58 76.94 9.64 11.7% 1.00 1.2% 53% False False 1,960
40 86.58 76.35 10.23 12.5% 0.96 1.2% 56% False False 2,218
60 86.58 76.35 10.23 12.5% 0.91 1.1% 56% False False 2,173
80 86.58 70.69 15.89 19.4% 0.88 1.1% 72% False False 2,054
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 0.13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.21
2.618 85.15
1.618 83.89
1.000 83.11
0.618 82.63
HIGH 81.85
0.618 81.37
0.500 81.22
0.382 81.07
LOW 80.59
0.618 79.81
1.000 79.33
1.618 78.55
2.618 77.29
4.250 75.24
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 81.78 82.03
PP 81.50 82.00
S1 81.22 81.97

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

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