NYMEX Light Sweet Crude Oil Future September 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	77.68	78.50	0.82	1.1%	82.56
High	79.44	78.44	-1.00	-1.3%	82.00
Low	77.38	77.42	0.04	0.1%	77.38
Close	77.68	78.50	0.82	1.1%	77.68
Range	2.06	1.02	-1.04	-50.5%	4.62
ATR	1.47	1.44	-0.03	-2.2%	0.00
Volume	3,542	6,360	2,818	79.6%	14,993

Daily Pivots for day following 25-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.18	80.86	79.06
R3	80.16	79.84	78.78
R2	79.14	79.14	78.69
R1	78.82	78.82	78.59	79.01
PP	78.12	78.12	78.12	78.22
S1	77.80	77.80	78.41	77.99
S2	77.10	77.10	78.31
S3	76.08	76.78	78.22
S4	75.06	75.76	77.94

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.88	89.90	80.22
R3	88.26	85.28	78.95
R2	83.64	83.64	78.53
R1	80.66	80.66	78.10	79.84
PP	79.02	79.02	79.02	78.61
S1	76.04	76.04	77.26	75.22
S2	74.40	74.40	76.83
S3	69.78	71.42	76.41
S4	65.16	66.80	75.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.00	77.38	4.62	5.9%	1.15	1.5%	24%	False	False	4,270
10	87.30	77.38	9.92	12.6%	1.24	1.6%	11%	False	False	4,098
20	87.30	77.38	9.92	12.6%	1.03	1.3%	11%	False	False	2,963
40	87.30	77.20	10.10	12.9%	1.08	1.4%	13%	False	False	2,892

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	82.78
2.618	81.11
1.618	80.09
1.000	79.46
0.618	79.07
HIGH	78.44
0.618	78.05
0.500	77.93
0.382	77.81
LOW	77.42
0.618	76.79
1.000	76.40
1.618	75.77
2.618	74.75
4.250	73.09

Fisher Pivots for day following 25-Jan-2010
Pivot	1 day	3 day
R1	78.31	78.74
PP	78.12	78.66
S1	77.93	78.58

Download as Excel Spreadsheet

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

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