NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 82.68 83.09 0.41 0.5% 80.70
High 83.11 83.44 0.33 0.4% 83.60
Low 81.70 81.80 0.10 0.1% 79.59
Close 82.99 82.43 -0.56 -0.7% 82.43
Range 1.41 1.64 0.23 16.3% 4.01
ATR 2.01 1.99 -0.03 -1.3% 0.00
Volume 19,106 14,979 -4,127 -21.6% 70,241
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 87.48 86.59 83.33
R3 85.84 84.95 82.88
R2 84.20 84.20 82.73
R1 83.31 83.31 82.58 82.94
PP 82.56 82.56 82.56 82.37
S1 81.67 81.67 82.28 81.30
S2 80.92 80.92 82.13
S3 79.28 80.03 81.98
S4 77.64 78.39 81.53
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 93.90 92.18 84.64
R3 89.89 88.17 83.53
R2 85.88 85.88 83.17
R1 84.16 84.16 82.80 85.02
PP 81.87 81.87 81.87 82.31
S1 80.15 80.15 82.06 81.01
S2 77.86 77.86 81.69
S3 73.85 76.14 81.33
S4 69.84 72.13 80.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.60 79.59 4.01 4.9% 2.03 2.5% 71% False False 14,048
10 83.60 74.26 9.34 11.3% 1.82 2.2% 87% False False 12,279
20 83.60 67.60 16.00 19.4% 1.95 2.4% 93% False False 10,836
40 83.60 67.46 16.14 19.6% 1.94 2.3% 93% False False 8,497
60 83.60 67.46 16.14 19.6% 1.83 2.2% 93% False False 6,980
80 83.60 64.26 19.34 23.5% 1.67 2.0% 94% False False 6,156
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.41
2.618 87.73
1.618 86.09
1.000 85.08
0.618 84.45
HIGH 83.44
0.618 82.81
0.500 82.62
0.382 82.43
LOW 81.80
0.618 80.79
1.000 80.16
1.618 79.15
2.618 77.51
4.250 74.83
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 82.62 82.15
PP 82.56 81.87
S1 82.49 81.60

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

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