NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 70.26 71.16 0.90 1.3% 66.15
High 71.97 71.76 -0.21 -0.3% 71.39
Low 70.06 68.88 -1.18 -1.7% 65.41
Close 70.88 69.57 -1.31 -1.8% 69.95
Range 1.91 2.88 0.97 50.8% 5.98
ATR 2.54 2.56 0.02 1.0% 0.00
Volume 346,922 346,922 0 0.0% 1,515,454
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.71 77.02 71.15
R3 75.83 74.14 70.36
R2 72.95 72.95 70.10
R1 71.26 71.26 69.83 70.67
PP 70.07 70.07 70.07 69.77
S1 68.38 68.38 69.31 67.79
S2 67.19 67.19 69.04
S3 64.31 65.50 68.78
S4 61.43 62.62 67.99
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.86 84.38 73.24
R3 80.88 78.40 71.59
R2 74.90 74.90 71.05
R1 72.42 72.42 70.50 73.66
PP 68.92 68.92 68.92 69.54
S1 66.44 66.44 69.40 67.68
S2 62.94 62.94 68.85
S3 56.96 60.46 68.31
S4 50.98 54.48 66.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.97 68.05 3.92 5.6% 2.47 3.6% 39% False False 345,447
10 71.97 65.05 6.92 9.9% 2.57 3.7% 65% False False 318,634
20 73.58 65.05 8.53 12.3% 2.51 3.6% 53% False False 244,327
40 75.55 65.05 10.50 15.1% 2.56 3.7% 43% False False 156,567
60 75.89 62.83 13.06 18.8% 2.49 3.6% 52% False False 116,055
80 75.89 61.38 14.51 20.9% 2.46 3.5% 56% False False 89,454
100 75.89 60.06 15.83 22.8% 2.29 3.3% 60% False False 73,269
120 75.89 54.20 21.69 31.2% 2.15 3.1% 71% False False 62,043
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.00
2.618 79.30
1.618 76.42
1.000 74.64
0.618 73.54
HIGH 71.76
0.618 70.66
0.500 70.32
0.382 69.98
LOW 68.88
0.618 67.10
1.000 66.00
1.618 64.22
2.618 61.34
4.250 56.64
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 70.32 70.01
PP 70.07 69.86
S1 69.82 69.72

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

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