NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 81.49 82.34 0.85 1.0% 75.63
High 82.55 82.70 0.15 0.2% 81.77
Low 81.33 81.32 -0.01 0.0% 75.63
Close 82.54 81.96 -0.58 -0.7% 81.67
Range 1.22 1.38 0.16 13.1% 6.14
ATR 1.90 1.86 -0.04 -2.0% 0.00
Volume 16,375 9,034 -7,341 -44.8% 72,706
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.13 85.43 82.72
R3 84.75 84.05 82.34
R2 83.37 83.37 82.21
R1 82.67 82.67 82.09 82.33
PP 81.99 81.99 81.99 81.83
S1 81.29 81.29 81.83 80.95
S2 80.61 80.61 81.71
S3 79.23 79.91 81.58
S4 77.85 78.53 81.20
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 82.70 77.74 4.96 6.1% 1.62 2.0% 85% True False 15,118
10 82.70 71.98 10.72 13.1% 1.76 2.1% 93% True False 13,620
20 82.70 69.40 13.30 16.2% 1.89 2.3% 94% True False 13,079
40 82.70 69.40 13.30 16.2% 1.88 2.3% 94% True False 11,439
60 82.70 69.40 13.30 16.2% 1.87 2.3% 94% True False 10,709
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.57
2.618 86.31
1.618 84.93
1.000 84.08
0.618 83.55
HIGH 82.70
0.618 82.17
0.500 82.01
0.382 81.85
LOW 81.32
0.618 80.47
1.000 79.94
1.618 79.09
2.618 77.71
4.250 75.46
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 82.01 81.79
PP 81.99 81.61
S1 81.98 81.44

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

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