NYMEX Light Sweet Crude Oil Future February 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 81.37 79.97 -1.40 -1.7% 80.30
High 82.94 81.00 -1.94 -2.3% 83.19
Low 79.46 79.24 -0.22 -0.3% 79.00
Close 80.04 80.75 0.71 0.9% 81.87
Range 3.48 1.76 -1.72 -49.4% 4.19
ATR 2.21 2.18 -0.03 -1.5% 0.00
Volume 23,832 29,299 5,467 22.9% 109,301
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.61 84.94 81.72
R3 83.85 83.18 81.23
R2 82.09 82.09 81.07
R1 81.42 81.42 80.91 81.76
PP 80.33 80.33 80.33 80.50
S1 79.66 79.66 80.59 80.00
S2 78.57 78.57 80.43
S3 76.81 77.90 80.27
S4 75.05 76.14 79.78
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% 2.62 3.2% 42% False False 26,430
10 83.19 75.97 7.22 8.9% 2.21 2.7% 66% False False 21,899
20 83.19 67.75 15.44 19.1% 2.21 2.7% 84% False False 18,568
40 83.19 66.82 16.37 20.3% 2.05 2.5% 85% False False 13,077
60 83.19 66.82 16.37 20.3% 1.91 2.4% 85% False False 10,492
80 83.19 63.61 19.58 24.2% 1.75 2.2% 88% False False 8,988
100 83.19 63.61 19.58 24.2% 1.58 2.0% 88% False False 7,712
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 False
Bear Hook False
Bull Hook False
Stretch 0.67
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.48
2.618 85.61
1.618 83.85
1.000 82.76
0.618 82.09
HIGH 81.00
0.618 80.33
0.500 80.12
0.382 79.91
LOW 79.24
0.618 78.15
1.000 77.48
1.618 76.39
2.618 74.63
4.250 71.76
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 80.54 81.16
PP 80.33 81.02
S1 80.12 80.89

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

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