NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 82.32 83.41 1.09 1.3% 75.75
High 84.42 83.88 -0.54 -0.6% 81.34
Low 82.32 83.16 0.84 1.0% 75.75
Close 83.87 83.83 -0.04 0.0% 81.29
Range 2.10 0.72 -1.38 -65.7% 5.59
ATR 1.52 1.46 -0.06 -3.8% 0.00
Volume 6,473 7,828 1,355 20.9% 26,373
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.78 85.53 84.23
R3 85.06 84.81 84.03
R2 84.34 84.34 83.96
R1 84.09 84.09 83.90 84.22
PP 83.62 83.62 83.62 83.69
S1 83.37 83.37 83.76 83.50
S2 82.90 82.90 83.70
S3 82.18 82.65 83.63
S4 81.46 81.93 83.43
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 96.23 94.35 84.36
R3 90.64 88.76 82.83
R2 85.05 85.05 82.31
R1 83.17 83.17 81.80 84.11
PP 79.46 79.46 79.46 79.93
S1 77.58 77.58 80.78 78.52
S2 73.87 73.87 80.27
S3 68.28 71.99 79.75
S4 62.69 66.40 78.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.42 80.00 4.42 5.3% 1.34 1.6% 87% False False 5,794
10 84.42 73.96 10.46 12.5% 1.20 1.4% 94% False False 5,280
20 84.42 68.84 15.58 18.6% 1.24 1.5% 96% False False 4,624
40 84.42 68.84 15.58 18.6% 0.97 1.2% 96% False False 3,648
60 84.42 68.84 15.58 18.6% 0.87 1.0% 96% False False 3,076
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.21
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 86.94
2.618 85.76
1.618 85.04
1.000 84.60
0.618 84.32
HIGH 83.88
0.618 83.60
0.500 83.52
0.382 83.44
LOW 83.16
0.618 82.72
1.000 82.44
1.618 82.00
2.618 81.28
4.250 80.10
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 83.73 83.48
PP 83.62 83.13
S1 83.52 82.78

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

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