NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 75.29 75.63 0.34 0.5% 70.40
High 75.62 76.45 0.83 1.1% 73.42
Low 73.89 75.40 1.51 2.0% 68.71
Close 75.29 76.12 0.83 1.1% 72.84
Range 1.73 1.05 -0.68 -39.3% 4.71
ATR 2.30 2.22 -0.08 -3.5% 0.00
Volume 56,426 72,640 16,214 28.7% 251,513
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 79.14 78.68 76.70
R3 78.09 77.63 76.41
R2 77.04 77.04 76.31
R1 76.58 76.58 76.22 76.81
PP 75.99 75.99 75.99 76.11
S1 75.53 75.53 76.02 75.76
S2 74.94 74.94 75.93
S3 73.89 74.48 75.83
S4 72.84 73.43 75.54
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 76.45 70.07 6.38 8.4% 1.89 2.5% 95% True False 57,503
10 76.45 68.71 7.74 10.2% 2.10 2.8% 96% True False 50,524
20 76.45 66.10 10.35 13.6% 2.25 3.0% 97% True False 39,800
40 76.69 66.10 10.59 13.9% 2.24 2.9% 95% False False 27,009
60 77.45 66.10 11.35 14.9% 2.18 2.9% 88% False False 21,186
80 77.45 63.01 14.44 19.0% 2.07 2.7% 91% False False 17,361
100 77.45 63.01 14.44 19.0% 1.95 2.6% 91% False False 14,626
120 77.45 56.57 20.88 27.4% 1.84 2.4% 94% False False 12,501
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.47
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 80.91
2.618 79.20
1.618 78.15
1.000 77.50
0.618 77.10
HIGH 76.45
0.618 76.05
0.500 75.93
0.382 75.80
LOW 75.40
0.618 74.75
1.000 74.35
1.618 73.70
2.618 72.65
4.250 70.94
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 76.06 75.66
PP 75.99 75.21
S1 75.93 74.75

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

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