NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 79.36 81.17 1.81 2.3% 82.73
High 81.31 82.62 1.31 1.6% 82.91
Low 79.35 79.92 0.57 0.7% 79.65
Close 81.17 82.64 1.47 1.8% 79.72
Range 1.96 2.70 0.74 37.8% 3.26
ATR 1.75 1.82 0.07 3.9% 0.00
Volume 5,631 4,511 -1,120 -19.9% 24,094
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 89.83 88.93 84.13
R3 87.13 86.23 83.38
R2 84.43 84.43 83.14
R1 83.53 83.53 82.89 83.98
PP 81.73 81.73 81.73 81.95
S1 80.83 80.83 82.39 81.28
S2 79.03 79.03 82.15
S3 76.33 78.13 81.90
S4 73.63 75.43 81.16
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% 2.32 2.8% 98% False False 4,705
10 84.42 79.35 5.07 6.1% 1.89 2.3% 65% False False 5,125
20 84.42 71.93 12.49 15.1% 1.59 1.9% 86% False False 4,753
40 84.42 68.84 15.58 18.9% 1.26 1.5% 89% False False 4,107
60 84.42 68.84 15.58 18.9% 1.04 1.3% 89% False False 3,426
80 84.42 66.44 17.98 21.8% 0.95 1.1% 90% False False 3,100
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.10
2.618 89.69
1.618 86.99
1.000 85.32
0.618 84.29
HIGH 82.62
0.618 81.59
0.500 81.27
0.382 80.95
LOW 79.92
0.618 78.25
1.000 77.22
1.618 75.55
2.618 72.85
4.250 68.45
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 82.18 82.09
PP 81.73 81.54
S1 81.27 80.99

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

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