NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 81.67 81.15 -0.52 -0.6% 81.02
High 82.23 81.15 -1.08 -1.3% 84.42
Low 80.81 80.05 -0.76 -0.9% 81.02
Close 82.21 80.07 -2.14 -2.6% 83.36
Range 1.42 1.10 -0.32 -22.5% 3.40
ATR 1.50 1.55 0.05 3.1% 0.00
Volume 5,624 4,357 -1,267 -22.5% 25,989
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 83.72 83.00 80.68
R3 82.62 81.90 80.37
R2 81.52 81.52 80.27
R1 80.80 80.80 80.17 80.61
PP 80.42 80.42 80.42 80.33
S1 79.70 79.70 79.97 79.51
S2 79.32 79.32 79.87
S3 78.22 78.60 79.77
S4 77.12 77.50 79.47
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 84.40 80.05 4.35 5.4% 1.27 1.6% 0% False True 5,121
10 84.42 78.22 6.20 7.7% 1.45 1.8% 30% False False 5,247
20 84.42 71.93 12.49 15.6% 1.19 1.5% 65% False False 4,739
40 84.42 68.84 15.58 19.5% 1.03 1.3% 72% False False 3,871
60 84.42 68.84 15.58 19.5% 0.90 1.1% 72% False False 3,261
80 84.42 65.75 18.67 23.3% 0.84 1.0% 77% False False 2,959
Crabel Price Patterns
NR True
NR4 True
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 0.26
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.83
2.618 84.03
1.618 82.93
1.000 82.25
0.618 81.83
HIGH 81.15
0.618 80.73
0.500 80.60
0.382 80.47
LOW 80.05
0.618 79.37
1.000 78.95
1.618 78.27
2.618 77.17
4.250 75.38
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 80.60 81.48
PP 80.42 81.01
S1 80.25 80.54

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

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