NYMEX Light Sweet Crude Oil Future April 2010

Trading Metrics calculated at close of trading on 25-Jan-2010

Day Change Summary
	Previous	Current
	22-Jan-2010	25-Jan-2010	Change	Change %	Previous Week
Open	76.18	74.60	-1.58	-2.1%	78.68
High	76.95	75.82	-1.13	-1.5%	79.94
Low	74.37	74.52	0.15	0.2%	74.37
Close	74.92	75.69	0.77	1.0%	74.92
Range	2.58	1.30	-1.28	-49.6%	5.57
ATR	1.98	1.93	-0.05	-2.5%	0.00
Volume	73,163	93,682	20,519	28.0%	286,178

Daily Pivots for day following 25-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	79.24	78.77	76.41
R3	77.94	77.47	76.05
R2	76.64	76.64	75.93
R1	76.17	76.17	75.81	76.41
PP	75.34	75.34	75.34	75.46
S1	74.87	74.87	75.57	75.11
S2	74.04	74.04	75.45
S3	72.74	73.57	75.33
S4	71.44	72.27	74.98

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.12	89.59	77.98
R3	87.55	84.02	76.45
R2	81.98	81.98	75.94
R1	78.45	78.45	75.43	77.43
PP	76.41	76.41	76.41	75.90
S1	72.88	72.88	74.41	71.86
S2	70.84	70.84	73.90
S3	65.27	67.31	73.39
S4	59.70	61.74	71.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.94	74.37	5.57	7.4%	2.19	2.9%	24%	False	False	75,972
10	84.96	74.37	10.59	14.0%	2.05	2.7%	12%	False	False	62,255
20	84.96	74.37	10.59	14.0%	1.74	2.3%	12%	False	False	44,681
40	84.96	73.72	11.24	14.9%	1.93	2.5%	18%	False	False	32,508
60	84.96	73.72	11.24	14.9%	1.98	2.6%	18%	False	False	23,977
80	84.96	69.55	15.41	20.4%	1.93	2.5%	40%	False	False	19,345
100	84.96	68.38	16.58	21.9%	1.77	2.3%	44%	False	False	16,119
120	84.96	68.38	16.58	21.9%	1.65	2.2%	44%	False	False	13,791

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	0.51
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	81.35
2.618	79.22
1.618	77.92
1.000	77.12
0.618	76.62
HIGH	75.82
0.618	75.32
0.500	75.17
0.382	75.02
LOW	74.52
0.618	73.72
1.000	73.22
1.618	72.42
2.618	71.12
4.250	69.00

Fisher Pivots for day following 25-Jan-2010
Pivot	1 day	3 day
R1	75.52	76.58
PP	75.34	76.28
S1	75.17	75.99

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols