NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 82.73 81.67 -1.06 -1.3% 81.02
High 82.91 82.23 -0.68 -0.8% 84.42
Low 81.20 80.81 -0.39 -0.5% 81.02
Close 81.53 82.21 0.68 0.8% 83.36
Range 1.71 1.42 -0.29 -17.0% 3.40
ATR 1.51 1.50 -0.01 -0.4% 0.00
Volume 5,083 5,624 541 10.6% 25,989
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.01 85.53 82.99
R3 84.59 84.11 82.60
R2 83.17 83.17 82.47
R1 82.69 82.69 82.34 82.93
PP 81.75 81.75 81.75 81.87
S1 81.27 81.27 82.08 81.51
S2 80.33 80.33 81.95
S3 78.91 79.85 81.82
S4 77.49 78.43 81.43
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 80.81 3.61 4.4% 1.47 1.8% 39% False True 5,544
10 84.42 77.67 6.75 8.2% 1.38 1.7% 67% False False 5,355
20 84.42 69.30 15.12 18.4% 1.34 1.6% 85% False False 4,651
40 84.42 68.84 15.58 19.0% 1.07 1.3% 86% False False 3,786
60 84.42 68.84 15.58 19.0% 0.90 1.1% 86% False False 3,221
80 84.42 65.75 18.67 22.7% 0.85 1.0% 88% False False 2,925
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.27
2.618 85.95
1.618 84.53
1.000 83.65
0.618 83.11
HIGH 82.23
0.618 81.69
0.500 81.52
0.382 81.35
LOW 80.81
0.618 79.93
1.000 79.39
1.618 78.51
2.618 77.09
4.250 74.78
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 81.98 82.61
PP 81.75 82.47
S1 81.52 82.34

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

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