NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 79.79 81.92 2.13 2.7% 82.44
High 82.08 83.20 1.12 1.4% 84.00
Low 79.10 81.92 2.82 3.6% 78.91
Close 82.11 82.93 0.82 1.0% 79.26
Range 2.98 1.28 -1.70 -57.0% 5.09
ATR 2.09 2.03 -0.06 -2.8% 0.00
Volume 6,262 8,499 2,237 35.7% 27,764
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 86.52 86.01 83.63
R3 85.24 84.73 83.28
R2 83.96 83.96 83.16
R1 83.45 83.45 83.05 83.71
PP 82.68 82.68 82.68 82.81
S1 82.17 82.17 82.81 82.43
S2 81.40 81.40 82.70
S3 80.12 80.89 82.58
S4 78.84 79.61 82.23
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 83.20 79.10 4.10 4.9% 2.40 2.9% 93% True False 6,376
10 84.00 78.91 5.09 6.1% 2.16 2.6% 79% False False 6,151
20 84.09 71.85 12.24 14.8% 1.94 2.3% 91% False False 5,897
40 84.09 68.38 15.71 18.9% 1.70 2.0% 93% False False 4,926
60 84.09 68.38 15.71 18.9% 1.47 1.8% 93% False False 4,051
80 84.09 67.19 16.90 20.4% 1.33 1.6% 93% False False 3,599
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.37
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 88.64
2.618 86.55
1.618 85.27
1.000 84.48
0.618 83.99
HIGH 83.20
0.618 82.71
0.500 82.56
0.382 82.41
LOW 81.92
0.618 81.13
1.000 80.64
1.618 79.85
2.618 78.57
4.250 76.48
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 82.81 82.34
PP 82.68 81.74
S1 82.56 81.15

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

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