NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 83.46 82.44 -1.02 -1.2% 80.82
High 83.73 84.00 0.27 0.3% 84.09
Low 82.47 80.70 -1.77 -2.1% 80.40
Close 82.91 81.06 -1.85 -2.2% 82.91
Range 1.26 3.30 2.04 161.9% 3.69
ATR 1.73 1.84 0.11 6.5% 0.00
Volume 4,304 5,004 700 16.3% 29,745
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 91.82 89.74 82.88
R3 88.52 86.44 81.97
R2 85.22 85.22 81.67
R1 83.14 83.14 81.36 82.53
PP 81.92 81.92 81.92 81.62
S1 79.84 79.84 80.76 79.23
S2 78.62 78.62 80.46
S3 75.32 76.54 80.15
S4 72.02 73.24 79.25
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 93.54 91.91 84.94
R3 89.85 88.22 83.92
R2 86.16 86.16 83.59
R1 84.53 84.53 83.25 85.35
PP 82.47 82.47 82.47 82.87
S1 80.84 80.84 82.57 81.66
S2 78.78 78.78 82.23
S3 75.09 77.15 81.90
S4 71.40 73.46 80.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.09 80.51 3.58 4.4% 2.10 2.6% 15% False False 5,611
10 84.09 75.51 8.58 10.6% 1.81 2.2% 65% False False 6,242
20 84.09 68.94 15.15 18.7% 1.74 2.2% 80% False False 5,305
40 84.09 68.38 15.71 19.4% 1.48 1.8% 81% False False 4,244
60 84.09 68.38 15.71 19.4% 1.30 1.6% 81% False False 3,537
80 84.09 65.05 19.04 23.5% 1.17 1.4% 84% False False 3,262
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.03
2.618 92.64
1.618 89.34
1.000 87.30
0.618 86.04
HIGH 84.00
0.618 82.74
0.500 82.35
0.382 81.96
LOW 80.70
0.618 78.66
1.000 77.40
1.618 75.36
2.618 72.06
4.250 66.68
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 82.35 82.35
PP 81.92 81.92
S1 81.49 81.49

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

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