NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 80.70 81.67 0.97 1.2% 74.46
High 81.50 81.69 0.19 0.2% 80.62
Low 80.09 80.00 -0.09 -0.1% 74.26
Close 81.41 80.74 -0.67 -0.8% 80.50
Range 1.41 1.69 0.28 19.9% 6.36
ATR 1.93 1.91 -0.02 -0.9% 0.00
Volume 13,814 8,381 -5,433 -39.3% 52,555
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.88 85.00 81.67
R3 84.19 83.31 81.20
R2 82.50 82.50 81.05
R1 81.62 81.62 80.89 81.22
PP 80.81 80.81 80.81 80.61
S1 79.93 79.93 80.59 79.53
S2 79.12 79.12 80.43
S3 77.43 78.24 80.28
S4 75.74 76.55 79.81
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 81.69 76.51 5.18 6.4% 1.69 2.1% 82% True False 11,709
10 81.69 70.76 10.93 13.5% 1.78 2.2% 91% True False 10,678
20 81.69 67.46 14.23 17.6% 1.95 2.4% 93% True False 9,519
40 81.69 67.46 14.23 17.6% 1.91 2.4% 93% True False 7,648
60 81.69 67.46 14.23 17.6% 1.80 2.2% 93% True False 6,357
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.87
2.618 86.11
1.618 84.42
1.000 83.38
0.618 82.73
HIGH 81.69
0.618 81.04
0.500 80.85
0.382 80.65
LOW 80.00
0.618 78.96
1.000 78.31
1.618 77.27
2.618 75.58
4.250 72.82
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 80.85 80.59
PP 80.81 80.43
S1 80.78 80.28

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

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