NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 77.50 80.17 2.67 3.4% 75.39
High 80.10 80.94 0.84 1.0% 80.94
Low 77.50 79.33 1.83 2.4% 75.37
Close 79.98 80.90 0.92 1.2% 80.90
Range 2.60 1.61 -0.99 -38.1% 5.57
ATR 1.74 1.73 -0.01 -0.5% 0.00
Volume 6,907 7,375 468 6.8% 32,554
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.22 84.67 81.79
R3 83.61 83.06 81.34
R2 82.00 82.00 81.20
R1 81.45 81.45 81.05 81.73
PP 80.39 80.39 80.39 80.53
S1 79.84 79.84 80.75 80.12
S2 78.78 78.78 80.60
S3 77.17 78.23 80.46
S4 75.56 76.62 80.01
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 95.78 93.91 83.96
R3 90.21 88.34 82.43
R2 84.64 84.64 81.92
R1 82.77 82.77 81.41 83.71
PP 79.07 79.07 79.07 79.54
S1 77.20 77.20 80.39 78.14
S2 73.50 73.50 79.88
S3 67.93 71.63 79.37
S4 62.36 66.06 77.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.94 75.37 5.57 6.9% 1.39 1.7% 99% True False 6,510
10 80.94 70.45 10.49 13.0% 1.61 2.0% 100% True False 5,230
20 80.94 68.38 12.56 15.5% 1.61 2.0% 100% True False 4,983
40 80.94 68.38 12.56 15.5% 1.28 1.6% 100% True False 3,734
60 80.94 68.38 12.56 15.5% 1.22 1.5% 100% True False 3,256
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.78
2.618 85.15
1.618 83.54
1.000 82.55
0.618 81.93
HIGH 80.94
0.618 80.32
0.500 80.14
0.382 79.95
LOW 79.33
0.618 78.34
1.000 77.72
1.618 76.73
2.618 75.12
4.250 72.49
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 80.65 80.30
PP 80.39 79.69
S1 80.14 79.09

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

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