NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 80.75 79.30 -1.45 -1.8% 84.65
High 80.85 80.43 -0.42 -0.5% 85.43
Low 79.38 78.19 -1.19 -1.5% 79.38
Close 79.64 80.40 0.76 1.0% 79.64
Range 1.47 2.24 0.77 52.4% 6.05
ATR 1.73 1.77 0.04 2.1% 0.00
Volume 31,845 21,565 -10,280 -32.3% 118,662
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 86.39 85.64 81.63
R3 84.15 83.40 81.02
R2 81.91 81.91 80.81
R1 81.16 81.16 80.61 81.54
PP 79.67 79.67 79.67 79.86
S1 78.92 78.92 80.19 79.30
S2 77.43 77.43 79.99
S3 75.19 76.68 79.78
S4 72.95 74.44 79.17
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 99.63 95.69 82.97
R3 93.58 89.64 81.30
R2 87.53 87.53 80.75
R1 83.59 83.59 80.19 82.54
PP 81.48 81.48 81.48 80.96
S1 77.54 77.54 79.09 76.49
S2 75.43 75.43 78.53
S3 69.38 71.49 77.98
S4 63.33 65.44 76.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.89 78.19 5.70 7.1% 1.93 2.4% 39% False True 23,099
10 85.43 78.19 7.24 9.0% 1.71 2.1% 31% False True 21,796
20 85.43 75.02 10.41 12.9% 1.66 2.1% 52% False False 15,178
40 85.43 74.52 10.91 13.6% 1.78 2.2% 54% False False 13,018
60 85.43 74.52 10.91 13.6% 1.77 2.2% 54% False False 10,443
80 85.43 68.84 16.59 20.6% 1.66 2.1% 70% False False 8,943
100 85.43 68.84 16.59 20.6% 1.44 1.8% 70% False False 7,659
120 85.43 68.84 16.59 20.6% 1.32 1.6% 70% False False 6,703
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.49
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.95
2.618 86.29
1.618 84.05
1.000 82.67
0.618 81.81
HIGH 80.43
0.618 79.57
0.500 79.31
0.382 79.05
LOW 78.19
0.618 76.81
1.000 75.95
1.618 74.57
2.618 72.33
4.250 68.67
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 80.04 80.29
PP 79.67 80.18
S1 79.31 80.07

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

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