NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 77.13 76.53 -0.60 -0.8% 79.00
High 77.13 77.20 0.07 0.1% 79.05
Low 77.01 76.40 -0.61 -0.8% 76.40
Close 77.13 76.53 -0.60 -0.8% 76.53
Range 0.12 0.80 0.68 566.7% 2.65
ATR 1.35 1.31 -0.04 -2.9% 0.00
Volume 1,849 3,544 1,695 91.7% 14,195
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 79.11 78.62 76.97
R3 78.31 77.82 76.75
R2 77.51 77.51 76.68
R1 77.02 77.02 76.60 76.93
PP 76.71 76.71 76.71 76.67
S1 76.22 76.22 76.46 76.13
S2 75.91 75.91 76.38
S3 75.11 75.42 76.31
S4 74.31 74.62 76.09
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 85.28 83.55 77.99
R3 82.63 80.90 77.26
R2 79.98 79.98 77.02
R1 78.25 78.25 76.77 77.79
PP 77.33 77.33 77.33 77.10
S1 75.60 75.60 76.29 75.14
S2 74.68 74.68 76.04
S3 72.03 72.95 75.80
S4 69.38 70.30 75.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.05 76.40 2.65 3.5% 0.78 1.0% 5% False True 2,839
10 83.05 76.40 6.65 8.7% 1.02 1.3% 2% False True 2,485
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.60
2.618 79.29
1.618 78.49
1.000 78.00
0.618 77.69
HIGH 77.20
0.618 76.89
0.500 76.80
0.382 76.71
LOW 76.40
0.618 75.91
1.000 75.60
1.618 75.11
2.618 74.31
4.250 73.00
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 76.80 77.45
PP 76.71 77.14
S1 76.62 76.84

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

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