NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 76.90 77.60 0.70 0.9% 71.13
High 77.25 79.76 2.51 3.2% 74.26
Low 76.51 76.90 0.39 0.5% 69.77
Close 77.14 79.58 2.44 3.2% 73.93
Range 0.74 2.86 2.12 286.5% 4.49
ATR 1.92 1.98 0.07 3.5% 0.00
Volume 10,434 11,345 911 8.7% 52,513
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 87.33 86.31 81.15
R3 84.47 83.45 80.37
R2 81.61 81.61 80.10
R1 80.59 80.59 79.84 81.10
PP 78.75 78.75 78.75 79.00
S1 77.73 77.73 79.32 78.24
S2 75.89 75.89 79.06
S3 73.03 74.87 78.79
S4 70.17 72.01 78.01
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.12 84.52 76.40
R3 81.63 80.03 75.16
R2 77.14 77.14 74.75
R1 75.54 75.54 74.34 76.34
PP 72.65 72.65 72.65 73.06
S1 71.05 71.05 73.52 71.85
S2 68.16 68.16 73.11
S3 63.67 66.56 72.70
S4 59.18 62.07 71.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.76 72.80 6.96 8.7% 1.55 1.9% 97% True False 9,747
10 79.76 69.77 9.99 12.6% 1.87 2.3% 98% True False 9,795
20 79.76 67.46 12.30 15.5% 1.89 2.4% 99% True False 8,609
40 79.76 67.46 12.30 15.5% 1.86 2.3% 99% True False 7,120
60 79.76 67.46 12.30 15.5% 1.78 2.2% 99% True False 6,045
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 91.92
2.618 87.25
1.618 84.39
1.000 82.62
0.618 81.53
HIGH 79.76
0.618 78.67
0.500 78.33
0.382 77.99
LOW 76.90
0.618 75.13
1.000 74.04
1.618 72.27
2.618 69.41
4.250 64.75
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 79.16 78.88
PP 78.75 78.19
S1 78.33 77.49

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

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