NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 80.30 80.89 0.59 0.7% 73.86
High 81.00 81.35 0.35 0.4% 80.12
Low 79.47 79.51 0.04 0.1% 73.60
Close 80.96 80.26 -0.70 -0.9% 80.04
Range 1.53 1.84 0.31 20.3% 6.52
ATR 2.01 2.00 -0.01 -0.6% 0.00
Volume 15,562 14,718 -844 -5.4% 84,826
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.89 84.92 81.27
R3 84.05 83.08 80.77
R2 82.21 82.21 80.60
R1 81.24 81.24 80.43 80.81
PP 80.37 80.37 80.37 80.16
S1 79.40 79.40 80.09 78.97
S2 78.53 78.53 79.92
S3 76.69 77.56 79.75
S4 74.85 75.72 79.25
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 97.48 95.28 83.63
R3 90.96 88.76 81.83
R2 84.44 84.44 81.24
R1 82.24 82.24 80.64 83.34
PP 77.92 77.92 77.92 78.47
S1 75.72 75.72 79.44 76.82
S2 71.40 71.40 78.84
S3 64.88 69.20 78.25
S4 58.36 62.68 76.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.35 75.97 5.38 6.7% 1.81 2.3% 80% True False 17,368
10 81.35 70.26 11.09 13.8% 1.92 2.4% 90% True False 16,862
20 81.35 66.82 14.53 18.1% 2.09 2.6% 92% True False 14,791
40 81.35 66.82 14.53 18.1% 1.95 2.4% 92% True False 10,523
60 81.35 66.82 14.53 18.1% 1.84 2.3% 92% True False 8,739
80 81.35 63.61 17.74 22.1% 1.66 2.1% 94% True False 7,529
100 81.35 63.61 17.74 22.1% 1.51 1.9% 94% True False 6,540
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 0.42
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.17
2.618 86.17
1.618 84.33
1.000 83.19
0.618 82.49
HIGH 81.35
0.618 80.65
0.500 80.43
0.382 80.21
LOW 79.51
0.618 78.37
1.000 77.67
1.618 76.53
2.618 74.69
4.250 71.69
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 80.43 80.13
PP 80.37 79.99
S1 80.32 79.86

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

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