NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 78.75 80.14 1.39 1.8% 80.40
High 80.42 81.67 1.25 1.6% 82.30
Low 77.22 79.76 2.54 3.3% 77.47
Close 80.26 81.07 0.81 1.0% 77.64
Range 3.20 1.91 -1.29 -40.3% 4.83
ATR 2.52 2.47 -0.04 -1.7% 0.00
Volume 77,829 82,117 4,288 5.5% 425,817
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 86.56 85.73 82.12
R3 84.65 83.82 81.60
R2 82.74 82.74 81.42
R1 81.91 81.91 81.25 82.33
PP 80.83 80.83 80.83 81.04
S1 80.00 80.00 80.89 80.42
S2 78.92 78.92 80.72
S3 77.01 78.09 80.54
S4 75.10 76.18 80.02
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 93.63 90.46 80.30
R3 88.80 85.63 78.97
R2 83.97 83.97 78.53
R1 80.80 80.80 78.08 79.97
PP 79.14 79.14 79.14 78.72
S1 75.97 75.97 77.20 75.14
S2 74.31 74.31 76.75
S3 69.48 71.14 76.31
S4 64.65 66.31 74.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.67 77.22 4.45 5.5% 2.75 3.4% 87% True False 90,023
10 82.43 77.22 5.21 6.4% 2.58 3.2% 74% False False 86,799
20 82.58 70.07 12.51 15.4% 2.40 3.0% 88% False False 71,419
40 82.58 66.10 16.48 20.3% 2.36 2.9% 91% False False 50,848
60 82.58 66.10 16.48 20.3% 2.33 2.9% 91% False False 37,726
80 82.58 65.11 17.47 21.5% 2.22 2.7% 91% False False 30,573
100 82.58 63.01 19.57 24.1% 2.13 2.6% 92% False False 25,491
120 82.58 62.75 19.83 24.5% 1.98 2.4% 92% False False 21,776
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.61
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 89.79
2.618 86.67
1.618 84.76
1.000 83.58
0.618 82.85
HIGH 81.67
0.618 80.94
0.500 80.72
0.382 80.49
LOW 79.76
0.618 78.58
1.000 77.85
1.618 76.67
2.618 74.76
4.250 71.64
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 80.95 80.53
PP 80.83 79.99
S1 80.72 79.45

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

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