NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 77.56 75.84 -1.72 -2.2% 78.21
High 78.36 76.50 -1.86 -2.4% 79.47
Low 75.66 74.01 -1.65 -2.2% 74.01
Close 76.08 74.54 -1.54 -2.0% 74.54
Range 2.70 2.49 -0.21 -7.8% 5.46
ATR 2.01 2.05 0.03 1.7% 0.00
Volume 303,758 327,417 23,659 7.8% 1,172,371
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 82.49 81.00 75.91
R3 80.00 78.51 75.22
R2 77.51 77.51 75.00
R1 76.02 76.02 74.77 75.52
PP 75.02 75.02 75.02 74.77
S1 73.53 73.53 74.31 73.03
S2 72.53 72.53 74.08
S3 70.04 71.04 73.86
S4 67.55 68.55 73.17
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 92.39 88.92 77.54
R3 86.93 83.46 76.04
R2 81.47 81.47 75.54
R1 78.00 78.00 75.04 77.01
PP 76.01 76.01 76.01 75.51
S1 72.54 72.54 74.04 71.55
S2 70.55 70.55 73.54
S3 65.09 67.08 73.04
S4 59.63 61.62 71.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.75 74.01 5.74 7.7% 2.27 3.0% 9% False True 273,964
10 84.45 74.01 10.44 14.0% 2.11 2.8% 5% False True 211,480
20 84.45 74.01 10.44 14.0% 1.86 2.5% 5% False True 140,199
40 84.45 72.45 12.00 16.1% 2.06 2.8% 17% False False 103,380
60 84.45 72.45 12.00 16.1% 2.13 2.9% 17% False False 75,227
80 84.45 68.01 16.44 22.1% 2.11 2.8% 40% False False 59,142
100 84.45 67.46 16.99 22.8% 2.08 2.8% 42% False False 48,610
120 84.45 67.46 16.99 22.8% 1.98 2.7% 42% False False 41,174
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.08
2.618 83.02
1.618 80.53
1.000 78.99
0.618 78.04
HIGH 76.50
0.618 75.55
0.500 75.26
0.382 74.96
LOW 74.01
0.618 72.47
1.000 71.52
1.618 69.98
2.618 67.49
4.250 63.43
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 75.26 76.69
PP 75.02 75.97
S1 74.78 75.26

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

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