NYMEX Light Sweet Crude Oil Future August 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 82.06 80.87 -1.19 -1.5% 85.70
High 81.85 80.87 -0.98 -1.2% 86.58
Low 80.59 80.24 -0.35 -0.4% 81.49
Close 82.06 80.61 -1.45 -1.8% 81.37
Range 1.26 0.63 -0.63 -50.0% 5.09
ATR 1.27 1.31 0.04 3.1% 0.00
Volume 2,338 5,180 2,842 121.6% 16,015
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 82.46 82.17 80.96
R3 81.83 81.54 80.78
R2 81.20 81.20 80.73
R1 80.91 80.91 80.67 80.74
PP 80.57 80.57 80.57 80.49
S1 80.28 80.28 80.55 80.11
S2 79.94 79.94 80.49
S3 79.31 79.65 80.44
S4 78.68 79.02 80.26
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 83.68 80.24 3.44 4.3% 1.14 1.4% 11% False True 3,839
10 86.58 80.24 6.34 7.9% 1.18 1.5% 6% False True 3,064
20 86.58 76.94 9.64 12.0% 1.02 1.3% 38% False False 2,148
40 86.58 76.35 10.23 12.7% 0.96 1.2% 42% False False 2,314
60 86.58 76.35 10.23 12.7% 0.90 1.1% 42% False False 2,222
80 86.58 70.69 15.89 19.7% 0.87 1.1% 62% False False 2,097
100 86.58 70.69 15.89 19.7% 0.80 1.0% 62% False False 1,935
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 0.16
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 83.55
2.618 82.52
1.618 81.89
1.000 81.50
0.618 81.26
HIGH 80.87
0.618 80.63
0.500 80.56
0.382 80.48
LOW 80.24
0.618 79.85
1.000 79.61
1.618 79.22
2.618 78.59
4.250 77.56
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 80.59 81.34
PP 80.57 81.09
S1 80.56 80.85

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

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