NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 79.12 79.98 0.86 1.1% 72.84
High 80.05 80.40 0.35 0.4% 79.21
Low 78.45 78.32 -0.13 -0.2% 72.50
Close 79.96 79.12 -0.84 -1.1% 79.02
Range 1.60 2.08 0.48 30.0% 6.71
ATR 2.31 2.29 -0.02 -0.7% 0.00
Volume 214,276 255,787 41,511 19.4% 983,006
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.52 84.40 80.26
R3 83.44 82.32 79.69
R2 81.36 81.36 79.50
R1 80.24 80.24 79.31 79.76
PP 79.28 79.28 79.28 79.04
S1 78.16 78.16 78.93 77.68
S2 77.20 77.20 78.74
S3 75.12 76.08 78.55
S4 73.04 74.00 77.98
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 97.04 94.74 82.71
R3 90.33 88.03 80.87
R2 83.62 83.62 80.25
R1 81.32 81.32 79.64 82.47
PP 76.91 76.91 76.91 77.49
S1 74.61 74.61 78.40 75.76
S2 70.20 70.20 77.79
S3 63.49 67.90 77.17
S4 56.78 61.19 75.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.40 74.88 5.52 7.0% 1.96 2.5% 77% True False 225,778
10 80.40 69.19 11.21 14.2% 2.12 2.7% 89% True False 204,875
20 80.40 65.55 14.85 18.8% 2.36 3.0% 91% True False 159,850
40 80.40 65.55 14.85 18.8% 2.39 3.0% 91% True False 113,217
60 80.40 65.55 14.85 18.8% 2.44 3.1% 91% True False 93,143
80 80.40 62.21 18.19 23.0% 2.42 3.1% 93% True False 80,418
100 80.40 62.21 18.19 23.0% 2.38 3.0% 93% True False 71,710
120 80.40 56.51 23.89 30.2% 2.31 2.9% 95% True False 63,906
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.24
2.618 85.85
1.618 83.77
1.000 82.48
0.618 81.69
HIGH 80.40
0.618 79.61
0.500 79.36
0.382 79.11
LOW 78.32
0.618 77.03
1.000 76.24
1.618 74.95
2.618 72.87
4.250 69.48
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 79.36 79.04
PP 79.28 78.95
S1 79.20 78.87

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

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