NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 81.97 79.72 -2.25 -2.7% 82.44
High 81.97 80.99 -0.98 -1.2% 84.00
Low 79.17 79.27 0.10 0.1% 78.91
Close 79.26 80.66 1.40 1.8% 79.26
Range 2.80 1.72 -1.08 -38.6% 5.09
ATR 2.04 2.02 -0.02 -1.1% 0.00
Volume 6,165 5,668 -497 -8.1% 27,764
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 85.47 84.78 81.61
R3 83.75 83.06 81.13
R2 82.03 82.03 80.98
R1 81.34 81.34 80.82 81.69
PP 80.31 80.31 80.31 80.48
S1 79.62 79.62 80.50 79.97
S2 78.59 78.59 80.34
S3 76.87 77.90 80.19
S4 75.15 76.18 79.71
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 82.40 78.91 3.49 4.3% 2.34 2.9% 50% False False 5,685
10 84.09 78.91 5.18 6.4% 2.22 2.8% 34% False False 5,648
20 84.09 71.19 12.90 16.0% 1.88 2.3% 73% False False 5,497
40 84.09 68.38 15.71 19.5% 1.64 2.0% 78% False False 4,633
60 84.09 68.38 15.71 19.5% 1.43 1.8% 78% False False 3,847
80 84.09 65.05 19.04 23.6% 1.27 1.6% 82% False False 3,491
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 88.30
2.618 85.49
1.618 83.77
1.000 82.71
0.618 82.05
HIGH 80.99
0.618 80.33
0.500 80.13
0.382 79.93
LOW 79.27
0.618 78.21
1.000 77.55
1.618 76.49
2.618 74.77
4.250 71.96
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 80.48 80.79
PP 80.31 80.74
S1 80.13 80.70

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

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