NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 79.24 81.47 2.23 2.8% 73.32
High 82.58 82.11 -0.47 -0.6% 79.68
Low 78.32 80.51 2.19 2.8% 73.05
Close 81.96 81.84 -0.12 -0.1% 79.50
Range 4.26 1.60 -2.66 -62.4% 6.63
ATR 2.34 2.28 -0.05 -2.3% 0.00
Volume 66,876 99,036 32,160 48.1% 288,222
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.29 85.66 82.72
R3 84.69 84.06 82.28
R2 83.09 83.09 82.13
R1 82.46 82.46 81.99 82.78
PP 81.49 81.49 81.49 81.64
S1 80.86 80.86 81.69 81.18
S2 79.89 79.89 81.55
S3 78.29 79.26 81.40
S4 76.69 77.66 80.96
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 77.83 4.75 5.8% 2.25 2.8% 84% False False 63,190
10 82.58 71.72 10.86 13.3% 2.05 2.5% 93% False False 61,067
20 82.58 66.10 16.48 20.1% 2.24 2.7% 96% False False 51,518
40 82.58 66.10 16.48 20.1% 2.29 2.8% 96% False False 34,248
60 82.58 66.10 16.48 20.1% 2.23 2.7% 96% False False 26,394
80 82.58 63.01 19.57 23.9% 2.10 2.6% 96% False False 21,639
100 82.58 63.01 19.57 23.9% 2.01 2.5% 96% False False 18,147
120 82.58 61.41 21.17 25.9% 1.89 2.3% 97% False False 15,522
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.91
2.618 86.30
1.618 84.70
1.000 83.71
0.618 83.10
HIGH 82.11
0.618 81.50
0.500 81.31
0.382 81.12
LOW 80.51
0.618 79.52
1.000 78.91
1.618 77.92
2.618 76.32
4.250 73.71
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 81.66 81.38
PP 81.49 80.91
S1 81.31 80.45

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

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