NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 80.52 81.22 0.70 0.9% 80.70
High 81.50 81.30 -0.20 -0.2% 83.60
Low 79.84 78.78 -1.06 -1.3% 79.59
Close 81.26 79.14 -2.12 -2.6% 82.43
Range 1.66 2.52 0.86 51.8% 4.01
ATR 2.06 2.09 0.03 1.6% 0.00
Volume 16,436 16,439 3 0.0% 70,241
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 87.30 85.74 80.53
R3 84.78 83.22 79.83
R2 82.26 82.26 79.60
R1 80.70 80.70 79.37 80.22
PP 79.74 79.74 79.74 79.50
S1 78.18 78.18 78.91 77.70
S2 77.22 77.22 78.68
S3 74.70 75.66 78.45
S4 72.18 73.14 77.75
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 83.50 78.78 4.72 6.0% 2.13 2.7% 8% False True 15,778
10 83.60 76.90 6.70 8.5% 2.24 2.8% 33% False False 14,097
20 83.60 69.77 13.83 17.5% 1.99 2.5% 68% False False 11,880
40 83.60 67.46 16.14 20.4% 1.92 2.4% 72% False False 9,292
60 83.60 67.46 16.14 20.4% 1.88 2.4% 72% False False 7,494
80 83.60 64.26 19.34 24.4% 1.75 2.2% 77% False False 6,611
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 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.01
2.618 87.90
1.618 85.38
1.000 83.82
0.618 82.86
HIGH 81.30
0.618 80.34
0.500 80.04
0.382 79.74
LOW 78.78
0.618 77.22
1.000 76.26
1.618 74.70
2.618 72.18
4.250 68.07
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 80.04 81.14
PP 79.74 80.47
S1 79.44 79.81

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

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