NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 81.99 80.52 -1.47 -1.8% 80.70
High 83.50 81.50 -2.00 -2.4% 83.60
Low 80.06 79.84 -0.22 -0.3% 79.59
Close 80.58 81.26 0.68 0.8% 82.43
Range 3.44 1.66 -1.78 -51.7% 4.01
ATR 2.09 2.06 -0.03 -1.5% 0.00
Volume 11,934 16,436 4,502 37.7% 70,241
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.85 85.21 82.17
R3 84.19 83.55 81.72
R2 82.53 82.53 81.56
R1 81.89 81.89 81.41 82.21
PP 80.87 80.87 80.87 81.03
S1 80.23 80.23 81.11 80.55
S2 79.21 79.21 80.96
S3 77.55 78.57 80.80
S4 75.89 76.91 80.35
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% 2.43 3.0% 42% False False 15,283
10 83.60 76.51 7.09 8.7% 2.06 2.5% 67% False False 13,496
20 83.60 68.28 15.32 18.9% 2.06 2.5% 85% False False 11,462
40 83.60 67.46 16.14 19.9% 1.93 2.4% 86% False False 8,962
60 83.60 67.46 16.14 19.9% 1.85 2.3% 86% False False 7,322
80 83.60 64.26 19.34 23.8% 1.72 2.1% 88% False False 6,444
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 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.56
2.618 85.85
1.618 84.19
1.000 83.16
0.618 82.53
HIGH 81.50
0.618 80.87
0.500 80.67
0.382 80.47
LOW 79.84
0.618 78.81
1.000 78.18
1.618 77.15
2.618 75.49
4.250 72.79
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 81.06 81.67
PP 80.87 81.53
S1 80.67 81.40

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

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