NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 80.33 79.24 -1.09 -1.4% 73.32
High 80.86 82.58 1.72 2.1% 79.68
Low 78.90 78.32 -0.58 -0.7% 73.05
Close 79.68 81.96 2.28 2.9% 79.50
Range 1.96 4.26 2.30 117.3% 6.63
ATR 2.19 2.34 0.15 6.8% 0.00
Volume 44,537 66,876 22,339 50.2% 288,222
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 93.73 92.11 84.30
R3 89.47 87.85 83.13
R2 85.21 85.21 82.74
R1 83.59 83.59 82.35 84.40
PP 80.95 80.95 80.95 81.36
S1 79.33 79.33 81.57 80.14
S2 76.69 76.69 81.18
S3 72.43 75.07 80.79
S4 68.17 70.81 79.62
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 82.58 75.82 6.76 8.2% 2.56 3.1% 91% True False 54,574
10 82.58 70.07 12.51 15.3% 2.22 2.7% 95% True False 56,038
20 82.58 66.10 16.48 20.1% 2.32 2.8% 96% True False 48,791
40 82.58 66.10 16.48 20.1% 2.29 2.8% 96% True False 32,076
60 82.58 66.10 16.48 20.1% 2.26 2.8% 96% True False 24,897
80 82.58 63.01 19.57 23.9% 2.12 2.6% 97% True False 20,479
100 82.58 63.01 19.57 23.9% 2.01 2.5% 97% True False 17,180
120 82.58 59.99 22.59 27.6% 1.90 2.3% 97% True False 14,714
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 100.69
2.618 93.73
1.618 89.47
1.000 86.84
0.618 85.21
HIGH 82.58
0.618 80.95
0.500 80.45
0.382 79.95
LOW 78.32
0.618 75.69
1.000 74.06
1.618 71.43
2.618 67.17
4.250 60.22
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 81.46 81.46
PP 80.95 80.95
S1 80.45 80.45

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

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