NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 82.47 79.36 -3.11 -3.8% 82.73
High 82.47 81.31 -1.16 -1.4% 82.91
Low 79.65 79.35 -0.30 -0.4% 79.65
Close 79.72 81.17 1.45 1.8% 79.72
Range 2.82 1.96 -0.86 -30.5% 3.26
ATR 1.74 1.75 0.02 0.9% 0.00
Volume 4,062 5,631 1,569 38.6% 24,094
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 86.49 85.79 82.25
R3 84.53 83.83 81.71
R2 82.57 82.57 81.53
R1 81.87 81.87 81.35 82.22
PP 80.61 80.61 80.61 80.79
S1 79.91 79.91 80.99 80.26
S2 78.65 78.65 80.81
S3 76.69 77.95 80.63
S4 74.73 75.99 80.09
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 90.54 88.39 81.51
R3 87.28 85.13 80.62
R2 84.02 84.02 80.32
R1 81.87 81.87 80.02 81.32
PP 80.76 80.76 80.76 80.48
S1 78.61 78.61 79.42 78.06
S2 77.50 77.50 79.12
S3 74.24 75.35 78.82
S4 70.98 72.09 77.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.70 79.35 3.35 4.1% 2.06 2.5% 54% False True 4,928
10 84.42 79.35 5.07 6.2% 1.76 2.2% 36% False True 4,891
20 84.42 71.93 12.49 15.4% 1.49 1.8% 74% False False 4,661
40 84.42 68.84 15.58 19.2% 1.19 1.5% 79% False False 4,045
60 84.42 68.84 15.58 19.2% 1.00 1.2% 79% False False 3,378
80 84.42 65.75 18.67 23.0% 0.92 1.1% 83% False False 3,072
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 True
Bull Hook False
Stretch 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.64
2.618 86.44
1.618 84.48
1.000 83.27
0.618 82.52
HIGH 81.31
0.618 80.56
0.500 80.33
0.382 80.10
LOW 79.35
0.618 78.14
1.000 77.39
1.618 76.18
2.618 74.22
4.250 71.02
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 80.89 81.12
PP 80.61 81.07
S1 80.33 81.03

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

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