NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 77.38 76.41 -0.97 -1.3% 82.06
High 77.41 76.43 -0.98 -1.3% 81.85
Low 77.04 75.56 -1.48 -1.9% 77.07
Close 77.38 76.41 -0.97 -1.3% 77.17
Range 0.37 0.87 0.50 135.1% 4.78
ATR 1.37 1.40 0.03 2.4% 0.00
Volume 4,567 5,860 1,293 28.3% 15,815
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 78.74 78.45 76.89
R3 77.87 77.58 76.65
R2 77.00 77.00 76.57
R1 76.71 76.71 76.49 76.85
PP 76.13 76.13 76.13 76.20
S1 75.84 75.84 76.33 75.98
S2 75.26 75.26 76.25
S3 74.39 74.97 76.17
S4 73.52 74.10 75.93
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 80.65 75.56 5.09 6.7% 1.31 1.7% 17% False True 5,141
10 83.68 75.56 8.12 10.6% 1.23 1.6% 10% False True 4,490
20 86.58 75.56 11.02 14.4% 1.03 1.3% 8% False True 3,085
40 86.58 75.56 11.02 14.4% 1.04 1.4% 8% False True 2,730
60 86.58 75.56 11.02 14.4% 0.93 1.2% 8% False True 2,519
80 86.58 73.35 13.23 17.3% 0.90 1.2% 23% False False 2,312
100 86.58 70.69 15.89 20.8% 0.86 1.1% 36% False False 2,138
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.13
2.618 78.71
1.618 77.84
1.000 77.30
0.618 76.97
HIGH 76.43
0.618 76.10
0.500 76.00
0.382 75.89
LOW 75.56
0.618 75.02
1.000 74.69
1.618 74.15
2.618 73.28
4.250 71.86
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 76.27 76.76
PP 76.13 76.64
S1 76.00 76.53

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

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