NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 71.16 69.80 -1.36 -1.9% 66.15
High 71.76 72.55 0.79 1.1% 71.39
Low 68.88 69.17 0.29 0.4% 65.41
Close 69.57 71.69 2.12 3.0% 69.95
Range 2.88 3.38 0.50 17.4% 5.98
ATR 2.56 2.62 0.06 2.3% 0.00
Volume 346,922 346,922 0 0.0% 1,515,454
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 81.28 79.86 73.55
R3 77.90 76.48 72.62
R2 74.52 74.52 72.31
R1 73.10 73.10 72.00 73.81
PP 71.14 71.14 71.14 71.49
S1 69.72 69.72 71.38 70.43
S2 67.76 67.76 71.07
S3 64.38 66.34 70.76
S4 61.00 62.96 69.83
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 72.55 68.05 4.50 6.3% 2.70 3.8% 81% True False 337,494
10 72.55 65.05 7.50 10.5% 2.59 3.6% 89% True False 322,569
20 73.58 65.05 8.53 11.9% 2.60 3.6% 78% False False 254,552
40 75.55 65.05 10.50 14.6% 2.60 3.6% 63% False False 163,826
60 75.89 64.02 11.87 16.6% 2.50 3.5% 65% False False 121,525
80 75.89 61.38 14.51 20.2% 2.47 3.4% 71% False False 93,739
100 75.89 61.38 14.51 20.2% 2.30 3.2% 71% False False 76,686
120 75.89 54.20 21.69 30.3% 2.16 3.0% 81% False False 64,918
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.63
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 86.92
2.618 81.40
1.618 78.02
1.000 75.93
0.618 74.64
HIGH 72.55
0.618 71.26
0.500 70.86
0.382 70.46
LOW 69.17
0.618 67.08
1.000 65.79
1.618 63.70
2.618 60.32
4.250 54.81
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 71.41 71.37
PP 71.14 71.04
S1 70.86 70.72

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

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