NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 81.47 81.94 0.47 0.6% 79.53
High 82.11 82.43 0.32 0.4% 82.58
Low 80.51 80.26 -0.25 -0.3% 78.32
Close 81.84 81.19 -0.65 -0.8% 81.19
Range 1.60 2.17 0.57 35.6% 4.26
ATR 2.28 2.28 -0.01 -0.4% 0.00
Volume 99,036 75,814 -23,222 -23.4% 335,625
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 87.80 86.67 82.38
R3 85.63 84.50 81.79
R2 83.46 83.46 81.59
R1 82.33 82.33 81.39 81.81
PP 81.29 81.29 81.29 81.04
S1 80.16 80.16 80.99 79.64
S2 79.12 79.12 80.79
S3 76.95 77.99 80.59
S4 74.78 75.82 80.00
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 93.48 91.59 83.53
R3 89.22 87.33 82.36
R2 84.96 84.96 81.97
R1 83.07 83.07 81.58 84.02
PP 80.70 80.70 80.70 81.17
S1 78.81 78.81 80.80 79.76
S2 76.44 76.44 80.41
S3 72.18 74.55 80.02
S4 67.92 70.29 78.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.58 78.32 4.26 5.2% 2.32 2.9% 67% False False 67,125
10 82.58 73.05 9.53 11.7% 2.11 2.6% 85% False False 62,384
20 82.58 66.38 16.20 20.0% 2.26 2.8% 91% False False 52,746
40 82.58 66.10 16.48 20.3% 2.28 2.8% 92% False False 35,825
60 82.58 66.10 16.48 20.3% 2.21 2.7% 92% False False 27,456
80 82.58 63.01 19.57 24.1% 2.10 2.6% 93% False False 22,534
100 82.58 63.01 19.57 24.1% 2.01 2.5% 93% False False 18,838
120 82.58 61.52 21.06 25.9% 1.90 2.3% 93% False False 16,143
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 0.52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.65
2.618 88.11
1.618 85.94
1.000 84.60
0.618 83.77
HIGH 82.43
0.618 81.60
0.500 81.35
0.382 81.09
LOW 80.26
0.618 78.92
1.000 78.09
1.618 76.75
2.618 74.58
4.250 71.04
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 81.35 80.94
PP 81.29 80.70
S1 81.24 80.45

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

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