NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 78.80 81.00 2.20 2.8% 75.63
High 81.09 81.77 0.68 0.8% 81.77
Low 78.20 80.17 1.97 2.5% 75.63
Close 80.74 81.67 0.93 1.2% 81.67
Range 2.89 1.60 -1.29 -44.6% 6.14
ATR 1.98 1.95 -0.03 -1.4% 0.00
Volume 15,101 21,748 6,647 44.0% 72,706
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.00 85.44 82.55
R3 84.40 83.84 82.11
R2 82.80 82.80 81.96
R1 82.24 82.24 81.82 82.52
PP 81.20 81.20 81.20 81.35
S1 80.64 80.64 81.52 80.92
S2 79.60 79.60 81.38
S3 78.00 79.04 81.23
S4 76.40 77.44 80.79
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 98.11 96.03 85.05
R3 91.97 89.89 83.36
R2 85.83 85.83 82.80
R1 83.75 83.75 82.23 84.79
PP 79.69 79.69 79.69 80.21
S1 77.61 77.61 81.11 78.65
S2 73.55 73.55 80.54
S3 67.41 71.47 79.98
S4 61.27 65.33 78.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.77 75.63 6.14 7.5% 1.70 2.1% 98% True False 14,541
10 81.77 71.32 10.45 12.8% 1.86 2.3% 99% True False 13,330
20 81.77 69.40 12.37 15.1% 2.01 2.5% 99% True False 12,601
40 81.77 69.40 12.37 15.1% 1.87 2.3% 99% True False 11,204
60 81.77 69.40 12.37 15.1% 1.87 2.3% 99% True False 10,589
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.57
2.618 85.96
1.618 84.36
1.000 83.37
0.618 82.76
HIGH 81.77
0.618 81.16
0.500 80.97
0.382 80.78
LOW 80.17
0.618 79.18
1.000 78.57
1.618 77.58
2.618 75.98
4.250 73.37
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 81.44 81.03
PP 81.20 80.39
S1 80.97 79.76

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

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