NYMEX Light Sweet Crude Oil Future October 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 83.06 81.65 -1.41 -1.7% 86.56
High 83.02 81.59 -1.43 -1.7% 87.10
Low 81.06 81.25 0.19 0.2% 82.41
Close 83.06 81.65 -1.41 -1.7% 82.38
Range 1.96 0.34 -1.62 -82.7% 4.69
ATR
Volume 1,039 2,185 1,146 110.3% 12,066
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 82.52 82.42 81.84
R3 82.18 82.08 81.74
R2 81.84 81.84 81.71
R1 81.74 81.74 81.68 81.82
PP 81.50 81.50 81.50 81.54
S1 81.40 81.40 81.62 81.48
S2 81.16 81.16 81.59
S3 80.82 81.06 81.56
S4 80.48 80.72 81.46
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 84.62 81.06 3.56 4.4% 1.13 1.4% 17% False False 2,181
10 87.29 81.06 6.23 7.6% 1.16 1.4% 9% False False 2,348
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 83.04
2.618 82.48
1.618 82.14
1.000 81.93
0.618 81.80
HIGH 81.59
0.618 81.46
0.500 81.42
0.382 81.38
LOW 81.25
0.618 81.04
1.000 80.91
1.618 80.70
2.618 80.36
4.250 79.81
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 81.57 82.06
PP 81.50 81.92
S1 81.42 81.79

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

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