NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 78.68 79.47 0.79 1.0% 79.12
High 79.89 79.83 -0.06 -0.1% 82.00
Low 77.81 77.06 -0.75 -1.0% 77.64
Close 79.55 77.46 -2.09 -2.6% 80.50
Range 2.08 2.77 0.69 33.2% 4.36
ATR 2.43 2.46 0.02 1.0% 0.00
Volume 363,907 375,672 11,765 3.2% 1,481,909
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.43 84.71 78.98
R3 83.66 81.94 78.22
R2 80.89 80.89 77.97
R1 79.17 79.17 77.71 78.65
PP 78.12 78.12 78.12 77.85
S1 76.40 76.40 77.21 75.88
S2 75.35 75.35 76.95
S3 72.58 73.63 76.70
S4 69.81 70.86 75.94
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 81.78 77.06 4.72 6.1% 2.47 3.2% 8% False True 344,895
10 82.00 75.27 6.73 8.7% 2.54 3.3% 33% False False 293,674
20 82.00 68.32 13.68 17.7% 2.36 3.0% 67% False False 230,889
40 82.00 65.55 16.45 21.2% 2.38 3.1% 72% False False 156,093
60 82.00 65.55 16.45 21.2% 2.42 3.1% 72% False False 121,602
80 82.00 62.21 19.79 25.5% 2.40 3.1% 77% False False 103,103
100 82.00 62.21 19.79 25.5% 2.40 3.1% 77% False False 89,456
120 82.00 60.66 21.34 27.5% 2.35 3.0% 79% False False 79,687
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 0.76
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.60
2.618 87.08
1.618 84.31
1.000 82.60
0.618 81.54
HIGH 79.83
0.618 78.77
0.500 78.45
0.382 78.12
LOW 77.06
0.618 75.35
1.000 74.29
1.618 72.58
2.618 69.81
4.250 65.29
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 78.45 79.32
PP 78.12 78.70
S1 77.79 78.08

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

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