NYMEX Light Sweet Crude Oil Future April 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 81.51 80.51 -1.00 -1.2% 75.39
High 81.87 84.09 2.22 2.7% 80.94
Low 80.55 80.51 -0.04 0.0% 75.37
Close 81.16 83.47 2.31 2.8% 80.90
Range 1.32 3.58 2.26 171.2% 5.57
ATR 1.68 1.81 0.14 8.1% 0.00
Volume 2,239 7,491 5,252 234.6% 32,554
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 93.43 92.03 85.44
R3 89.85 88.45 84.45
R2 86.27 86.27 84.13
R1 84.87 84.87 83.80 85.57
PP 82.69 82.69 82.69 83.04
S1 81.29 81.29 83.14 81.99
S2 79.11 79.11 82.81
S3 75.53 77.71 82.49
S4 71.95 74.13 81.50
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 84.09 77.50 6.59 7.9% 2.10 2.5% 91% True False 6,141
10 84.09 71.85 12.24 14.7% 1.72 2.1% 95% True False 5,642
20 84.09 68.38 15.71 18.8% 1.71 2.1% 96% True False 5,359
40 84.09 68.38 15.71 18.8% 1.39 1.7% 96% True False 3,945
60 84.09 68.38 15.71 18.8% 1.30 1.6% 96% True False 3,307
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 0.30
Widest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 99.31
2.618 93.46
1.618 89.88
1.000 87.67
0.618 86.30
HIGH 84.09
0.618 82.72
0.500 82.30
0.382 81.88
LOW 80.51
0.618 78.30
1.000 76.93
1.618 74.72
2.618 71.14
4.250 65.30
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 83.08 83.06
PP 82.69 82.65
S1 82.30 82.25

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

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