NYMEX Light Sweet Crude Oil Future February 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 79.46 80.45 0.99 1.2% 81.37
High 81.04 82.28 1.24 1.5% 82.94
Low 77.91 80.43 2.52 3.2% 78.12
Close 80.92 81.74 0.82 1.0% 78.27
Range 3.13 1.85 -1.28 -40.9% 4.82
ATR 2.38 2.34 -0.04 -1.6% 0.00
Volume 26,816 30,123 3,307 12.3% 133,693
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.03 86.24 82.76
R3 85.18 84.39 82.25
R2 83.33 83.33 82.08
R1 82.54 82.54 81.91 82.94
PP 81.48 81.48 81.48 81.68
S1 80.69 80.69 81.57 81.09
S2 79.63 79.63 81.40
S3 77.78 78.84 81.23
S4 75.93 76.99 80.72
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 94.24 91.07 80.92
R3 89.42 86.25 79.60
R2 84.60 84.60 79.15
R1 81.43 81.43 78.71 80.61
PP 79.78 79.78 79.78 79.36
S1 76.61 76.61 77.83 75.79
S2 74.96 74.96 77.39
S3 70.14 71.79 76.94
S4 65.32 66.97 75.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.28 77.91 4.37 5.3% 2.67 3.3% 88% True False 29,363
10 83.07 77.91 5.16 6.3% 2.50 3.1% 74% False False 28,249
20 83.19 70.74 12.45 15.2% 2.30 2.8% 88% False False 22,764
40 83.19 66.82 16.37 20.0% 2.17 2.7% 91% False False 16,578
60 83.19 66.82 16.37 20.0% 2.04 2.5% 91% False False 12,849
80 83.19 65.71 17.48 21.4% 1.88 2.3% 92% False False 10,913
100 83.19 63.61 19.58 24.0% 1.69 2.1% 93% False False 9,312
120 83.19 63.29 19.90 24.3% 1.57 1.9% 93% False False 8,105
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.47
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 90.14
2.618 87.12
1.618 85.27
1.000 84.13
0.618 83.42
HIGH 82.28
0.618 81.57
0.500 81.36
0.382 81.14
LOW 80.43
0.618 79.29
1.000 78.58
1.618 77.44
2.618 75.59
4.250 72.57
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 81.61 81.19
PP 81.48 80.64
S1 81.36 80.10

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

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