NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 79.47 78.75 -0.72 -0.9% 79.12
High 79.83 80.46 0.63 0.8% 82.00
Low 77.06 77.03 -0.03 0.0% 77.64
Close 77.46 79.87 2.41 3.1% 80.50
Range 2.77 3.43 0.66 23.8% 4.36
ATR 2.46 2.53 0.07 2.8% 0.00
Volume 375,672 359,438 -16,234 -4.3% 1,481,909
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 89.41 88.07 81.76
R3 85.98 84.64 80.81
R2 82.55 82.55 80.50
R1 81.21 81.21 80.18 81.88
PP 79.12 79.12 79.12 79.46
S1 77.78 77.78 79.56 78.45
S2 75.69 75.69 79.24
S3 72.26 74.35 78.93
S4 68.83 70.92 77.98
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 77.03 4.75 5.9% 2.82 3.5% 60% False True 337,635
10 82.00 77.03 4.97 6.2% 2.57 3.2% 57% False True 311,813
20 82.00 68.32 13.68 17.1% 2.42 3.0% 84% False False 242,153
40 82.00 65.55 16.45 20.6% 2.42 3.0% 87% False False 163,676
60 82.00 65.55 16.45 20.6% 2.44 3.1% 87% False False 126,757
80 82.00 62.21 19.79 24.8% 2.41 3.0% 89% False False 107,196
100 82.00 62.21 19.79 24.8% 2.43 3.0% 89% False False 92,744
120 82.00 60.66 21.34 26.7% 2.36 3.0% 90% False False 82,466
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 0.87
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.04
2.618 89.44
1.618 86.01
1.000 83.89
0.618 82.58
HIGH 80.46
0.618 79.15
0.500 78.75
0.382 78.34
LOW 77.03
0.618 74.91
1.000 73.60
1.618 71.48
2.618 68.05
4.250 62.45
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 79.50 79.50
PP 79.12 79.12
S1 78.75 78.75

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

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