NYMEX Light Sweet Crude Oil Future October 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 82.94 83.06 0.12 0.1% 86.56
High 83.05 83.02 -0.03 0.0% 87.10
Low 82.41 81.06 -1.35 -1.6% 82.41
Close 82.38 83.06 0.68 0.8% 82.38
Range 0.64 1.96 1.32 206.3% 4.69
ATR
Volume 2,400 1,039 -1,361 -56.7% 12,066
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 88.26 87.62 84.14
R3 86.30 85.66 83.60
R2 84.34 84.34 83.42
R1 83.70 83.70 83.24 84.04
PP 82.38 82.38 82.38 82.55
S1 81.74 81.74 82.88 82.08
S2 80.42 80.42 82.70
S3 78.46 79.78 82.52
S4 76.50 77.82 81.98
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 98.03 94.90 84.96
R3 93.34 90.21 83.67
R2 88.65 88.65 83.24
R1 85.52 85.52 82.81 84.74
PP 83.96 83.96 83.96 83.58
S1 80.83 80.83 81.95 80.05
S2 79.27 79.27 81.52
S3 74.58 76.14 81.09
S4 69.89 71.45 79.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.66 81.06 4.60 5.5% 1.31 1.6% 43% False True 2,162
10 87.29 81.06 6.23 7.5% 1.18 1.4% 32% False True 2,457
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 91.35
2.618 88.15
1.618 86.19
1.000 84.98
0.618 84.23
HIGH 83.02
0.618 82.27
0.500 82.04
0.382 81.81
LOW 81.06
0.618 79.85
1.000 79.10
1.618 77.89
2.618 75.93
4.250 72.73
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 82.72 82.94
PP 82.38 82.81
S1 82.04 82.69

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

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