NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 81.04 81.26 0.22 0.3% 79.12
High 81.50 81.78 0.28 0.3% 82.00
Low 79.86 79.55 -0.31 -0.4% 77.64
Close 81.19 80.50 -0.69 -0.8% 80.50
Range 1.64 2.23 0.59 36.0% 4.36
ATR 2.38 2.37 -0.01 -0.5% 0.00
Volume 395,742 295,407 -100,335 -25.4% 1,481,909
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 87.30 86.13 81.73
R3 85.07 83.90 81.11
R2 82.84 82.84 80.91
R1 81.67 81.67 80.70 81.14
PP 80.61 80.61 80.61 80.35
S1 79.44 79.44 80.30 78.91
S2 78.38 78.38 80.09
S3 76.15 77.21 79.89
S4 73.92 74.98 79.27
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 93.13 91.17 82.90
R3 88.77 86.81 81.70
R2 84.41 84.41 81.30
R1 82.45 82.45 80.90 83.43
PP 80.05 80.05 80.05 80.54
S1 78.09 78.09 80.10 79.07
S2 75.69 75.69 79.70
S3 71.33 73.73 79.30
S4 66.97 69.37 78.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.00 77.64 4.36 5.4% 2.38 3.0% 66% False False 296,381
10 82.00 72.50 9.50 11.8% 2.16 2.7% 84% False False 246,491
20 82.00 65.85 16.15 20.1% 2.33 2.9% 91% False False 193,905
40 82.00 65.55 16.45 20.4% 2.39 3.0% 91% False False 134,178
60 82.00 65.55 16.45 20.4% 2.41 3.0% 91% False False 107,775
80 82.00 62.21 19.79 24.6% 2.39 3.0% 92% False False 91,958
100 82.00 62.21 19.79 24.6% 2.39 3.0% 92% False False 80,645
120 82.00 60.54 21.46 26.7% 2.32 2.9% 93% False False 71,801
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 2 trading days
Fibonacci Retracements and Extensions
4.250 91.26
2.618 87.62
1.618 85.39
1.000 84.01
0.618 83.16
HIGH 81.78
0.618 80.93
0.500 80.67
0.382 80.40
LOW 79.55
0.618 78.17
1.000 77.32
1.618 75.94
2.618 73.71
4.250 70.07
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 80.67 80.27
PP 80.61 80.05
S1 80.56 79.82

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

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