NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 83.41 84.40 0.99 1.2% 81.02
High 83.88 84.40 0.52 0.6% 84.42
Low 83.16 83.00 -0.16 -0.2% 81.02
Close 83.83 83.36 -0.47 -0.6% 83.36
Range 0.72 1.40 0.68 94.4% 3.40
ATR 1.46 1.46 0.00 -0.3% 0.00
Volume 7,828 2,714 -5,114 -65.3% 25,989
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 87.79 86.97 84.13
R3 86.39 85.57 83.75
R2 84.99 84.99 83.62
R1 84.17 84.17 83.49 83.88
PP 83.59 83.59 83.59 83.44
S1 82.77 82.77 83.23 82.48
S2 82.19 82.19 83.10
S3 80.79 81.37 82.98
S4 79.39 79.97 82.59
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 93.13 91.65 85.23
R3 89.73 88.25 84.30
R2 86.33 86.33 83.98
R1 84.85 84.85 83.67 85.59
PP 82.93 82.93 82.93 83.31
S1 81.45 81.45 83.05 82.19
S2 79.53 79.53 82.74
S3 76.13 78.05 82.43
S4 72.73 74.65 81.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.42 81.02 3.40 4.1% 1.36 1.6% 69% False False 5,197
10 84.42 75.75 8.67 10.4% 1.23 1.5% 88% False False 5,236
20 84.42 68.99 15.43 18.5% 1.26 1.5% 93% False False 4,472
40 84.42 68.84 15.58 18.7% 0.99 1.2% 93% False False 3,684
60 84.42 68.84 15.58 18.7% 0.88 1.1% 93% False False 3,101
80 84.42 65.75 18.67 22.4% 0.81 1.0% 94% False False 2,816
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.35
2.618 88.07
1.618 86.67
1.000 85.80
0.618 85.27
HIGH 84.40
0.618 83.87
0.500 83.70
0.382 83.53
LOW 83.00
0.618 82.13
1.000 81.60
1.618 80.73
2.618 79.33
4.250 77.05
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 83.70 83.37
PP 83.59 83.37
S1 83.47 83.36

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

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