NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 79.53 80.33 0.80 1.0% 73.32
High 80.52 80.86 0.34 0.4% 79.68
Low 78.93 78.90 -0.03 0.0% 73.05
Close 80.43 79.68 -0.75 -0.9% 79.50
Range 1.59 1.96 0.37 23.3% 6.63
ATR 2.21 2.19 -0.02 -0.8% 0.00
Volume 49,362 44,537 -4,825 -9.8% 288,222
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.69 84.65 80.76
R3 83.73 82.69 80.22
R2 81.77 81.77 80.04
R1 80.73 80.73 79.86 80.27
PP 79.81 79.81 79.81 79.59
S1 78.77 78.77 79.50 78.31
S2 77.85 77.85 79.32
S3 75.89 76.81 79.14
S4 73.93 74.85 78.60
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 97.30 95.03 83.15
R3 90.67 88.40 81.32
R2 84.04 84.04 80.72
R1 81.77 81.77 80.11 82.91
PP 77.41 77.41 77.41 77.98
S1 75.14 75.14 78.89 76.28
S2 70.78 70.78 78.28
S3 64.15 68.51 77.68
S4 57.52 61.88 75.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.86 75.40 5.46 6.9% 1.92 2.4% 78% True False 55,727
10 80.86 69.65 11.21 14.1% 2.06 2.6% 89% True False 55,350
20 80.86 66.10 14.76 18.5% 2.27 2.9% 92% True False 46,215
40 80.86 66.10 14.76 18.5% 2.27 2.8% 92% True False 30,605
60 80.86 66.10 14.76 18.5% 2.22 2.8% 92% True False 23,956
80 80.86 63.01 17.85 22.4% 2.09 2.6% 93% True False 19,687
100 80.86 63.01 17.85 22.4% 1.97 2.5% 93% True False 16,552
120 80.86 57.44 23.42 29.4% 1.89 2.4% 95% True False 14,165
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 0.47
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.19
2.618 85.99
1.618 84.03
1.000 82.82
0.618 82.07
HIGH 80.86
0.618 80.11
0.500 79.88
0.382 79.65
LOW 78.90
0.618 77.69
1.000 76.94
1.618 75.73
2.618 73.77
4.250 70.57
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 79.88 79.57
PP 79.81 79.46
S1 79.75 79.35

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

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