NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 79.20 81.97 2.77 3.5% 82.44
High 82.40 81.97 -0.43 -0.5% 84.00
Low 79.20 79.17 -0.03 0.0% 78.91
Close 81.88 79.26 -2.62 -3.2% 79.26
Range 3.20 2.80 -0.40 -12.5% 5.09
ATR 1.98 2.04 0.06 2.9% 0.00
Volume 5,287 6,165 878 16.6% 27,764
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 88.53 86.70 80.80
R3 85.73 83.90 80.03
R2 82.93 82.93 79.77
R1 81.10 81.10 79.52 80.62
PP 80.13 80.13 80.13 79.89
S1 78.30 78.30 79.00 77.82
S2 77.33 77.33 78.75
S3 74.53 75.50 78.49
S4 71.73 72.70 77.72
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 95.99 92.72 82.06
R3 90.90 87.63 80.66
R2 85.81 85.81 80.19
R1 82.54 82.54 79.73 81.63
PP 80.72 80.72 80.72 80.27
S1 77.45 77.45 78.79 76.54
S2 75.63 75.63 78.33
S3 70.54 72.36 77.86
S4 65.45 67.27 76.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.00 78.91 5.09 6.4% 2.66 3.4% 7% False False 5,552
10 84.09 78.91 5.18 6.5% 2.19 2.8% 7% False False 5,750
20 84.09 70.45 13.64 17.2% 1.90 2.4% 65% False False 5,490
40 84.09 68.38 15.71 19.8% 1.60 2.0% 69% False False 4,552
60 84.09 68.38 15.71 19.8% 1.42 1.8% 69% False False 3,783
80 84.09 65.05 19.04 24.0% 1.26 1.6% 75% False False 3,444
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.87
2.618 89.30
1.618 86.50
1.000 84.77
0.618 83.70
HIGH 81.97
0.618 80.90
0.500 80.57
0.382 80.24
LOW 79.17
0.618 77.44
1.000 76.37
1.618 74.64
2.618 71.84
4.250 67.27
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 80.57 80.66
PP 80.13 80.19
S1 79.70 79.73

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

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