NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 80.40 79.34 -1.06 -1.3% 79.53
High 82.30 80.50 -1.80 -2.2% 82.58
Low 78.71 78.53 -0.18 -0.2% 78.32
Close 79.37 80.15 0.78 1.0% 81.19
Range 3.59 1.97 -1.62 -45.1% 4.26
ATR 2.37 2.34 -0.03 -1.2% 0.00
Volume 69,139 83,847 14,708 21.3% 335,625
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.64 84.86 81.23
R3 83.67 82.89 80.69
R2 81.70 81.70 80.51
R1 80.92 80.92 80.33 81.31
PP 79.73 79.73 79.73 79.92
S1 78.95 78.95 79.97 79.34
S2 77.76 77.76 79.79
S3 75.79 76.98 79.61
S4 73.82 75.01 79.07
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 5.3% 2.72 3.4% 43% False False 78,942
10 82.58 75.40 7.18 9.0% 2.32 2.9% 66% False False 67,334
20 82.58 67.05 15.53 19.4% 2.37 3.0% 84% False False 56,842
40 82.58 66.10 16.48 20.6% 2.28 2.8% 85% False False 39,138
60 82.58 66.10 16.48 20.6% 2.22 2.8% 85% False False 29,657
80 82.58 63.01 19.57 24.4% 2.14 2.7% 88% False False 24,271
100 82.58 63.01 19.57 24.4% 2.04 2.5% 88% False False 20,297
120 82.58 61.52 21.06 26.3% 1.92 2.4% 88% False False 17,359
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.71
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.87
2.618 85.66
1.618 83.69
1.000 82.47
0.618 81.72
HIGH 80.50
0.618 79.75
0.500 79.52
0.382 79.28
LOW 78.53
0.618 77.31
1.000 76.56
1.618 75.34
2.618 73.37
4.250 70.16
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 79.94 80.48
PP 79.73 80.37
S1 79.52 80.26

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

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