NYMEX Light Sweet Crude Oil Future March 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 79.17 77.56 -1.61 -2.0% 83.37
High 79.36 78.36 -1.00 -1.3% 84.45
Low 77.27 75.66 -1.61 -2.1% 78.09
Close 77.74 76.08 -1.66 -2.1% 78.37
Range 2.09 2.70 0.61 29.2% 6.36
ATR 1.96 2.01 0.05 2.7% 0.00
Volume 351,108 303,758 -47,350 -13.5% 829,944
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 84.80 83.14 77.57
R3 82.10 80.44 76.82
R2 79.40 79.40 76.58
R1 77.74 77.74 76.33 77.22
PP 76.70 76.70 76.70 76.44
S1 75.04 75.04 75.83 74.52
S2 74.00 74.00 75.59
S3 71.30 72.34 75.34
S4 68.60 69.64 74.60
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 99.38 95.24 81.87
R3 93.02 88.88 80.12
R2 86.66 86.66 79.54
R1 82.52 82.52 78.95 81.41
PP 80.30 80.30 80.30 79.75
S1 76.16 76.16 77.79 75.05
S2 73.94 73.94 77.20
S3 67.58 69.80 76.62
S4 61.22 63.44 74.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.75 75.66 5.09 6.7% 2.06 2.7% 8% False True 251,849
10 84.45 75.66 8.79 11.6% 1.97 2.6% 5% False True 192,656
20 84.45 73.52 10.93 14.4% 1.84 2.4% 23% False False 126,596
40 84.45 72.45 12.00 15.8% 2.06 2.7% 30% False False 95,697
60 84.45 72.45 12.00 15.8% 2.15 2.8% 30% False False 69,969
80 84.45 67.60 16.85 22.1% 2.10 2.8% 50% False False 55,185
100 84.45 67.46 16.99 22.3% 2.06 2.7% 51% False False 45,380
120 84.45 67.46 16.99 22.3% 1.99 2.6% 51% False False 38,475
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 0.53
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 89.84
2.618 85.43
1.618 82.73
1.000 81.06
0.618 80.03
HIGH 78.36
0.618 77.33
0.500 77.01
0.382 76.69
LOW 75.66
0.618 73.99
1.000 72.96
1.618 71.29
2.618 68.59
4.250 64.19
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 77.01 77.57
PP 76.70 77.07
S1 76.39 76.58

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

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