NYMEX Light Sweet Crude Oil Future October 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	81.65	79.89	-1.76	-2.2%	86.56
High	81.59	81.89	0.30	0.4%	87.10
Low	81.25	79.52	-1.73	-2.1%	82.41
Close	81.65	79.89	-1.76	-2.2%	82.38
Range	0.34	2.37	2.03	597.1%	4.69
ATR
Volume	2,185	2,815	630	28.8%	12,066

Daily Pivots for day following 21-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.54	86.09	81.19
R3	85.17	83.72	80.54
R2	82.80	82.80	80.32
R1	81.35	81.35	80.11	81.08
PP	80.43	80.43	80.43	80.30
S1	78.98	78.98	79.67	78.71
S2	78.06	78.06	79.46
S3	75.69	76.61	79.24
S4	73.32	74.24	78.59

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	98.03	94.90	84.96
R3	93.34	90.21	83.67
R2	88.65	88.65	83.24
R1	85.52	85.52	82.81	84.74
PP	83.96	83.96	83.96	83.58
S1	80.83	80.83	81.95	80.05
S2	79.27	79.27	81.52
S3	74.58	76.14	81.09
S4	69.89	71.45	79.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.31	79.52	4.79	6.0%	1.25	1.6%	8%	False	True	2,084
10	87.10	79.52	7.58	9.5%	1.19	1.5%	5%	False	True	2,418

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	91.96
2.618	88.09
1.618	85.72
1.000	84.26
0.618	83.35
HIGH	81.89
0.618	80.98
0.500	80.71
0.382	80.43
LOW	79.52
0.618	78.06
1.000	77.15
1.618	75.69
2.618	73.32
4.250	69.45

Fisher Pivots for day following 21-Jan-2010
Pivot	1 day	3 day
R1	80.71	81.27
PP	80.43	80.81
S1	80.16	80.35

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