NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 81.67 80.39 -1.28 -1.6% 74.46
High 81.69 83.60 1.91 2.3% 80.62
Low 80.00 79.59 -0.41 -0.5% 74.26
Close 80.74 83.06 2.32 2.9% 80.50
Range 1.69 4.01 2.32 137.3% 6.36
ATR 1.91 2.06 0.15 7.9% 0.00
Volume 8,381 13,961 5,580 66.6% 52,555
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 94.11 92.60 85.27
R3 90.10 88.59 84.16
R2 86.09 86.09 83.80
R1 84.58 84.58 83.43 85.34
PP 82.08 82.08 82.08 82.46
S1 80.57 80.57 82.69 81.33
S2 78.07 78.07 82.32
S3 74.06 76.56 81.96
S4 70.05 72.55 80.85
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 83.60 76.90 6.70 8.1% 2.34 2.8% 92% True False 12,415
10 83.60 71.20 12.40 14.9% 1.97 2.4% 96% True False 11,010
20 83.60 67.46 16.14 19.4% 2.00 2.4% 97% True False 10,046
40 83.60 67.46 16.14 19.4% 1.94 2.3% 97% True False 7,933
60 83.60 67.46 16.14 19.4% 1.86 2.2% 97% True False 6,508
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 100.64
2.618 94.10
1.618 90.09
1.000 87.61
0.618 86.08
HIGH 83.60
0.618 82.07
0.500 81.60
0.382 81.12
LOW 79.59
0.618 77.11
1.000 75.58
1.618 73.10
2.618 69.09
4.250 62.55
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 82.57 82.57
PP 82.08 82.08
S1 81.60 81.60

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

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