NYMEX Light Sweet Crude Oil Future August 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 79.20 77.98 -1.22 -1.5% 82.06
High 79.20 77.96 -1.24 -1.6% 81.85
Low 77.07 76.95 -0.12 -0.2% 77.07
Close 77.17 77.98 0.81 1.0% 77.17
Range 2.13 1.01 -1.12 -52.6% 4.78
ATR 1.43 1.40 -0.03 -2.1% 0.00
Volume 2,791 6,984 4,193 150.2% 15,815
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 80.66 80.33 78.54
R3 79.65 79.32 78.26
R2 78.64 78.64 78.17
R1 78.31 78.31 78.07 78.49
PP 77.63 77.63 77.63 77.72
S1 77.30 77.30 77.89 77.48
S2 76.62 76.62 77.79
S3 75.61 76.29 77.70
S4 74.60 75.28 77.42
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 93.04 89.88 79.80
R3 88.26 85.10 78.48
R2 83.48 83.48 78.05
R1 80.32 80.32 77.61 79.51
PP 78.70 78.70 78.70 78.29
S1 75.54 75.54 76.73 74.73
S2 73.92 73.92 76.29
S3 69.14 70.76 75.86
S4 64.36 65.98 74.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.85 76.95 4.90 6.3% 1.44 1.8% 21% False True 4,559
10 86.58 76.95 9.63 12.3% 1.39 1.8% 11% False True 3,881
20 86.58 76.95 9.63 12.3% 1.05 1.3% 11% False True 2,668
40 86.58 76.35 10.23 13.1% 1.06 1.4% 16% False False 2,550
60 86.58 76.35 10.23 13.1% 0.93 1.2% 16% False False 2,393
80 86.58 71.29 15.29 19.6% 0.92 1.2% 44% False False 2,201
100 86.58 70.69 15.89 20.4% 0.85 1.1% 46% False False 2,055
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.25
2.618 80.60
1.618 79.59
1.000 78.97
0.618 78.58
HIGH 77.96
0.618 77.57
0.500 77.46
0.382 77.34
LOW 76.95
0.618 76.33
1.000 75.94
1.618 75.32
2.618 74.31
4.250 72.66
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 77.81 78.80
PP 77.63 78.53
S1 77.46 78.25

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

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