NYMEX Light Sweet Crude Oil Future February 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 82.75 81.37 -1.38 -1.7% 80.30
High 83.07 82.94 -0.13 -0.2% 83.19
Low 80.96 79.46 -1.50 -1.9% 79.00
Close 81.87 80.04 -1.83 -2.2% 81.87
Range 2.11 3.48 1.37 64.9% 4.19
ATR 2.11 2.21 0.10 4.6% 0.00
Volume 23,168 23,832 664 2.9% 109,301
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 91.25 89.13 81.95
R3 87.77 85.65 81.00
R2 84.29 84.29 80.68
R1 82.17 82.17 80.36 81.49
PP 80.81 80.81 80.81 80.48
S1 78.69 78.69 79.72 78.01
S2 77.33 77.33 79.40
S3 73.85 75.21 79.08
S4 70.37 71.73 78.13
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 93.92 92.09 84.17
R3 89.73 87.90 83.02
R2 85.54 85.54 82.64
R1 83.71 83.71 82.25 84.63
PP 81.35 81.35 81.35 81.81
S1 79.52 79.52 81.49 80.44
S2 77.16 77.16 81.10
S3 72.97 75.33 80.72
S4 68.78 71.14 79.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.19 79.00 4.19 5.2% 2.64 3.3% 25% False False 23,514
10 83.19 74.48 8.71 10.9% 2.19 2.7% 64% False False 20,600
20 83.19 67.33 15.86 19.8% 2.19 2.7% 80% False False 17,502
40 83.19 66.82 16.37 20.5% 2.05 2.6% 81% False False 12,535
60 83.19 66.82 16.37 20.5% 1.88 2.4% 81% False False 10,098
80 83.19 63.61 19.58 24.5% 1.75 2.2% 84% False False 8,662
100 83.19 63.61 19.58 24.5% 1.57 2.0% 84% False False 7,438
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 0.60
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.73
2.618 92.05
1.618 88.57
1.000 86.42
0.618 85.09
HIGH 82.94
0.618 81.61
0.500 81.20
0.382 80.79
LOW 79.46
0.618 77.31
1.000 75.98
1.618 73.83
2.618 70.35
4.250 64.67
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 81.20 81.27
PP 80.81 80.86
S1 80.43 80.45

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

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