NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 81.00 81.49 0.49 0.6% 75.63
High 81.77 82.55 0.78 1.0% 81.77
Low 80.17 81.33 1.16 1.4% 75.63
Close 81.67 82.54 0.87 1.1% 81.67
Range 1.60 1.22 -0.38 -23.8% 6.14
ATR 1.95 1.90 -0.05 -2.7% 0.00
Volume 21,748 16,375 -5,373 -24.7% 72,706
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.80 85.39 83.21
R3 84.58 84.17 82.88
R2 83.36 83.36 82.76
R1 82.95 82.95 82.65 83.16
PP 82.14 82.14 82.14 82.24
S1 81.73 81.73 82.43 81.94
S2 80.92 80.92 82.32
S3 79.70 80.51 82.20
S4 78.48 79.29 81.87
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 82.55 76.45 6.10 7.4% 1.63 2.0% 100% True False 16,084
10 82.55 71.98 10.57 12.8% 1.75 2.1% 100% True False 13,856
20 82.55 69.40 13.15 15.9% 1.91 2.3% 100% True False 13,105
40 82.55 69.40 13.15 15.9% 1.86 2.3% 100% True False 11,382
60 82.55 69.40 13.15 15.9% 1.87 2.3% 100% True False 10,669
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 0.39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.74
2.618 85.74
1.618 84.52
1.000 83.77
0.618 83.30
HIGH 82.55
0.618 82.08
0.500 81.94
0.382 81.80
LOW 81.33
0.618 80.58
1.000 80.11
1.618 79.36
2.618 78.14
4.250 76.15
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 82.34 81.82
PP 82.14 81.10
S1 81.94 80.38

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

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