NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 84.40 82.73 -1.67 -2.0% 81.02
High 84.40 82.91 -1.49 -1.8% 84.42
Low 83.00 81.20 -1.80 -2.2% 81.02
Close 83.36 81.53 -1.83 -2.2% 83.36
Range 1.40 1.71 0.31 22.1% 3.40
ATR 1.46 1.51 0.05 3.4% 0.00
Volume 2,714 5,083 2,369 87.3% 25,989
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 87.01 85.98 82.47
R3 85.30 84.27 82.00
R2 83.59 83.59 81.84
R1 82.56 82.56 81.69 82.22
PP 81.88 81.88 81.88 81.71
S1 80.85 80.85 81.37 80.51
S2 80.17 80.17 81.22
S3 78.46 79.14 81.06
S4 76.75 77.43 80.59
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 81.14 3.28 4.0% 1.47 1.8% 12% False False 4,854
10 84.42 76.06 8.36 10.3% 1.33 1.6% 65% False False 5,513
20 84.42 69.30 15.12 18.5% 1.27 1.6% 81% False False 4,475
40 84.42 68.84 15.58 19.1% 1.03 1.3% 81% False False 3,720
60 84.42 68.84 15.58 19.1% 0.88 1.1% 81% False False 3,164
80 84.42 65.75 18.67 22.9% 0.84 1.0% 85% False False 2,866
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.18
2.618 87.39
1.618 85.68
1.000 84.62
0.618 83.97
HIGH 82.91
0.618 82.26
0.500 82.06
0.382 81.85
LOW 81.20
0.618 80.14
1.000 79.49
1.618 78.43
2.618 76.72
4.250 73.93
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 82.06 82.80
PP 81.88 82.38
S1 81.71 81.95

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

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