NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 79.60 80.70 1.10 1.4% 74.46
High 80.62 81.50 0.88 1.1% 80.62
Low 78.87 80.09 1.22 1.5% 74.26
Close 80.50 81.41 0.91 1.1% 80.50
Range 1.75 1.41 -0.34 -19.4% 6.36
ATR 1.97 1.93 -0.04 -2.0% 0.00
Volume 14,575 13,814 -761 -5.2% 52,555
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.23 84.73 82.19
R3 83.82 83.32 81.80
R2 82.41 82.41 81.67
R1 81.91 81.91 81.54 82.16
PP 81.00 81.00 81.00 81.13
S1 80.50 80.50 81.28 80.75
S2 79.59 79.59 81.15
S3 78.18 79.09 81.02
S4 76.77 77.68 80.63
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 97.54 95.38 84.00
R3 91.18 89.02 82.25
R2 84.82 84.82 81.67
R1 82.66 82.66 81.08 83.74
PP 78.46 78.46 78.46 79.00
S1 76.30 76.30 79.92 77.38
S2 72.10 72.10 79.33
S3 65.74 69.94 78.75
S4 59.38 63.58 77.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.50 75.22 6.28 7.7% 1.61 2.0% 99% True False 11,640
10 81.50 70.76 10.74 13.2% 1.75 2.1% 99% True False 10,905
20 81.50 67.46 14.04 17.2% 1.92 2.4% 99% True False 9,457
40 81.50 67.46 14.04 17.2% 1.88 2.3% 99% True False 7,577
60 81.50 67.46 14.04 17.2% 1.79 2.2% 99% True False 6,309
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 0.43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.49
2.618 85.19
1.618 83.78
1.000 82.91
0.618 82.37
HIGH 81.50
0.618 80.96
0.500 80.80
0.382 80.63
LOW 80.09
0.618 79.22
1.000 78.68
1.618 77.81
2.618 76.40
4.250 74.10
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 81.21 80.67
PP 81.00 79.94
S1 80.80 79.20

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

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