NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 78.69 81.04 2.35 3.0% 72.84
High 82.00 81.50 -0.50 -0.6% 79.21
Low 77.64 79.86 2.22 2.9% 72.50
Close 81.37 81.19 -0.18 -0.2% 79.02
Range 4.36 1.64 -2.72 -62.4% 6.71
ATR 2.44 2.38 -0.06 -2.3% 0.00
Volume 320,697 395,742 75,045 23.4% 983,006
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.77 85.12 82.09
R3 84.13 83.48 81.64
R2 82.49 82.49 81.49
R1 81.84 81.84 81.34 82.17
PP 80.85 80.85 80.85 81.01
S1 80.20 80.20 81.04 80.53
S2 79.21 79.21 80.89
S3 77.57 78.56 80.74
S4 75.93 76.92 80.29
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 82.00 77.33 4.67 5.8% 2.31 2.8% 83% False False 285,991
10 82.00 71.09 10.91 13.4% 2.11 2.6% 93% False False 239,331
20 82.00 65.55 16.45 20.3% 2.31 2.9% 95% False False 186,182
40 82.00 65.55 16.45 20.3% 2.41 3.0% 95% False False 128,344
60 82.00 65.55 16.45 20.3% 2.44 3.0% 95% False False 103,788
80 82.00 62.21 19.79 24.4% 2.40 3.0% 96% False False 88,758
100 82.00 62.21 19.79 24.4% 2.40 3.0% 96% False False 78,209
120 82.00 60.51 21.49 26.5% 2.31 2.9% 96% False False 69,572
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 0.56
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.47
2.618 85.79
1.618 84.15
1.000 83.14
0.618 82.51
HIGH 81.50
0.618 80.87
0.500 80.68
0.382 80.49
LOW 79.86
0.618 78.85
1.000 78.22
1.618 77.21
2.618 75.57
4.250 72.89
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 81.02 80.73
PP 80.85 80.28
S1 80.68 79.82

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

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