NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 81.65 79.89 -1.76 -2.2% 86.56
High 81.59 81.89 0.30 0.4% 87.10
Low 81.25 79.52 -1.73 -2.1% 82.41
Close 81.65 79.89 -1.76 -2.2% 82.38
Range 0.34 2.37 2.03 597.1% 4.69
ATR
Volume 2,185 2,815 630 28.8% 12,066
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 87.54 86.09 81.19
R3 85.17 83.72 80.54
R2 82.80 82.80 80.32
R1 81.35 81.35 80.11 81.08
PP 80.43 80.43 80.43 80.30
S1 78.98 78.98 79.67 78.71
S2 78.06 78.06 79.46
S3 75.69 76.61 79.24
S4 73.32 74.24 78.59
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 84.31 79.52 4.79 6.0% 1.25 1.6% 8% False True 2,084
10 87.10 79.52 7.58 9.5% 1.19 1.5% 5% False True 2,418
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 91.96
2.618 88.09
1.618 85.72
1.000 84.26
0.618 83.35
HIGH 81.89
0.618 80.98
0.500 80.71
0.382 80.43
LOW 79.52
0.618 78.06
1.000 77.15
1.618 75.69
2.618 73.32
4.250 69.45
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 80.71 81.27
PP 80.43 80.81
S1 80.16 80.35

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

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