NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 81.94 80.40 -1.54 -1.9% 79.53
High 82.43 82.30 -0.13 -0.2% 82.58
Low 80.26 78.71 -1.55 -1.9% 78.32
Close 81.19 79.37 -1.82 -2.2% 81.19
Range 2.17 3.59 1.42 65.4% 4.26
ATR 2.28 2.37 0.09 4.1% 0.00
Volume 75,814 69,139 -6,675 -8.8% 335,625
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 90.90 88.72 81.34
R3 87.31 85.13 80.36
R2 83.72 83.72 80.03
R1 81.54 81.54 79.70 80.84
PP 80.13 80.13 80.13 79.77
S1 77.95 77.95 79.04 77.25
S2 76.54 76.54 78.71
S3 72.95 74.36 78.38
S4 69.36 70.77 77.40
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 5.4% 2.72 3.4% 25% False False 71,080
10 82.58 73.89 8.69 10.9% 2.29 2.9% 63% False False 64,592
20 82.58 66.75 15.83 19.9% 2.35 3.0% 80% False False 53,966
40 82.58 66.10 16.48 20.8% 2.33 2.9% 81% False False 37,346
60 82.58 66.10 16.48 20.8% 2.22 2.8% 81% False False 28,453
80 82.58 63.01 19.57 24.7% 2.13 2.7% 84% False False 23,309
100 82.58 63.01 19.57 24.7% 2.03 2.6% 84% False False 19,483
120 82.58 61.52 21.06 26.5% 1.92 2.4% 85% False False 16,683
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.67
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.56
2.618 91.70
1.618 88.11
1.000 85.89
0.618 84.52
HIGH 82.30
0.618 80.93
0.500 80.51
0.382 80.08
LOW 78.71
0.618 76.49
1.000 75.12
1.618 72.90
2.618 69.31
4.250 63.45
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 80.51 80.57
PP 80.13 80.17
S1 79.75 79.77

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

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