NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 82.34 81.90 -0.44 -0.5% 75.63
High 82.70 84.84 2.14 2.6% 81.77
Low 81.32 81.00 -0.32 -0.4% 75.63
Close 81.96 84.26 2.30 2.8% 81.67
Range 1.38 3.84 2.46 178.3% 6.14
ATR 1.86 2.00 0.14 7.6% 0.00
Volume 9,034 16,177 7,143 79.1% 72,706
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 94.89 93.41 86.37
R3 91.05 89.57 85.32
R2 87.21 87.21 84.96
R1 85.73 85.73 84.61 86.47
PP 83.37 83.37 83.37 83.74
S1 81.89 81.89 83.91 82.63
S2 79.53 79.53 83.56
S3 75.69 78.05 83.20
S4 71.85 74.21 82.15
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 84.84 78.20 6.64 7.9% 2.19 2.6% 91% True False 15,687
10 84.84 72.65 12.19 14.5% 1.91 2.3% 95% True False 13,849
20 84.84 69.40 15.44 18.3% 1.95 2.3% 96% True False 13,334
40 84.84 69.40 15.44 18.3% 1.90 2.3% 96% True False 11,708
60 84.84 69.40 15.44 18.3% 1.90 2.3% 96% True False 10,843
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 101.16
2.618 94.89
1.618 91.05
1.000 88.68
0.618 87.21
HIGH 84.84
0.618 83.37
0.500 82.92
0.382 82.47
LOW 81.00
0.618 78.63
1.000 77.16
1.618 74.79
2.618 70.95
4.250 64.68
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 83.81 83.81
PP 83.37 83.37
S1 82.92 82.92

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

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