NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 80.22 77.67 -2.55 -3.2% 79.53
High 80.38 81.00 0.62 0.8% 82.58
Low 77.66 77.65 -0.01 0.0% 78.32
Close 78.06 80.40 2.34 3.0% 81.19
Range 2.72 3.35 0.63 23.2% 4.26
ATR 2.37 2.44 0.07 3.0% 0.00
Volume 90,042 78,470 -11,572 -12.9% 335,625
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 89.73 88.42 82.24
R3 86.38 85.07 81.32
R2 83.03 83.03 81.01
R1 81.72 81.72 80.71 82.38
PP 79.68 79.68 79.68 80.01
S1 78.37 78.37 80.09 79.03
S2 76.33 76.33 79.79
S3 72.98 75.02 79.48
S4 69.63 71.67 78.56
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 82.43 77.65 4.78 5.9% 2.76 3.4% 58% False True 79,462
10 82.58 77.65 4.93 6.1% 2.51 3.1% 56% False True 71,326
20 82.58 68.71 13.87 17.3% 2.35 2.9% 84% False False 61,778
40 82.58 66.10 16.48 20.5% 2.32 2.9% 87% False False 42,950
60 82.58 66.10 16.48 20.5% 2.26 2.8% 87% False False 32,066
80 82.58 63.01 19.57 24.3% 2.17 2.7% 89% False False 26,233
100 82.58 63.01 19.57 24.3% 2.08 2.6% 89% False False 21,905
120 82.58 61.52 21.06 26.2% 1.95 2.4% 90% False False 18,733
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 0.67
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.24
2.618 89.77
1.618 86.42
1.000 84.35
0.618 83.07
HIGH 81.00
0.618 79.72
0.500 79.33
0.382 78.93
LOW 77.65
0.618 75.58
1.000 74.30
1.618 72.23
2.618 68.88
4.250 63.41
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 80.04 80.04
PP 79.68 79.68
S1 79.33 79.33

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

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