NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 26-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 26-Jan-2010 Change Change % Previous Week
Open 79.00 78.35 -0.65 -0.8% 83.06
High 79.05 78.32 -0.73 -0.9% 83.02
Low 78.19 78.20 0.01 0.0% 77.80
Close 79.00 78.35 -0.65 -0.8% 78.19
Range 0.86 0.12 -0.74 -86.0% 5.22
ATR 1.42 1.38 -0.04 -3.1% 0.00
Volume 4,255 2,139 -2,116 -49.7% 8,261
Daily Pivots for day following 26-Jan-2010
Classic Woodie Camarilla DeMark
R4 78.65 78.62 78.42
R3 78.53 78.50 78.38
R2 78.41 78.41 78.37
R1 78.38 78.38 78.36 78.41
PP 78.29 78.29 78.29 78.31
S1 78.26 78.26 78.34 78.29
S2 78.17 78.17 78.33
S3 78.05 78.14 78.32
S4 77.93 78.02 78.28
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 95.33 91.98 81.06
R3 90.11 86.76 79.63
R2 84.89 84.89 79.15
R1 81.54 81.54 78.67 80.61
PP 79.67 79.67 79.67 79.20
S1 76.32 76.32 77.71 75.39
S2 74.45 74.45 77.23
S3 69.23 71.10 76.75
S4 64.01 65.88 75.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.89 77.80 4.09 5.2% 0.93 1.2% 13% False False 2,723
10 85.66 77.80 7.86 10.0% 1.12 1.4% 7% False False 2,442
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 0.25
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 78.83
2.618 78.63
1.618 78.51
1.000 78.44
0.618 78.39
HIGH 78.32
0.618 78.27
0.500 78.26
0.382 78.25
LOW 78.20
0.618 78.13
1.000 78.08
1.618 78.01
2.618 77.89
4.250 77.69
Fisher Pivots for day following 26-Jan-2010
Pivot 1 day 3 day
R1 78.32 78.43
PP 78.29 78.40
S1 78.26 78.38

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

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