NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 73.32 75.29 1.97 2.7% 70.40
High 74.77 75.62 0.85 1.1% 73.42
Low 73.05 73.89 0.84 1.1% 68.71
Close 74.28 75.29 1.01 1.4% 72.84
Range 1.72 1.73 0.01 0.6% 4.71
ATR 2.34 2.30 -0.04 -1.9% 0.00
Volume 47,060 56,426 9,366 19.9% 251,513
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 80.12 79.44 76.24
R3 78.39 77.71 75.77
R2 76.66 76.66 75.61
R1 75.98 75.98 75.45 76.16
PP 74.93 74.93 74.93 75.02
S1 74.25 74.25 75.13 74.43
S2 73.20 73.20 74.97
S3 71.47 72.52 74.81
S4 69.74 70.79 74.34
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.79 84.02 75.43
R3 81.08 79.31 74.14
R2 76.37 76.37 73.70
R1 74.60 74.60 73.27 75.49
PP 71.66 71.66 71.66 72.10
S1 69.89 69.89 72.41 70.78
S2 66.95 66.95 71.98
S3 62.24 65.18 71.54
S4 57.53 60.47 70.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.62 69.65 5.97 7.9% 2.21 2.9% 94% True False 54,974
10 75.62 67.05 8.57 11.4% 2.43 3.2% 96% True False 46,349
20 75.62 66.10 9.52 12.6% 2.31 3.1% 97% True False 36,917
40 76.69 66.10 10.59 14.1% 2.30 3.1% 87% False False 25,352
60 77.45 66.10 11.35 15.1% 2.20 2.9% 81% False False 20,098
80 77.45 63.01 14.44 19.2% 2.08 2.8% 85% False False 16,502
100 77.45 63.01 14.44 19.2% 1.94 2.6% 85% False False 13,929
120 77.45 56.57 20.88 27.7% 1.83 2.4% 90% False False 11,915
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 0.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.97
2.618 80.15
1.618 78.42
1.000 77.35
0.618 76.69
HIGH 75.62
0.618 74.96
0.500 74.76
0.382 74.55
LOW 73.89
0.618 72.82
1.000 72.16
1.618 71.09
2.618 69.36
4.250 66.54
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 75.11 74.75
PP 74.93 74.21
S1 74.76 73.67

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

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