NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 81.90 84.20 2.30 2.8% 75.63
High 84.84 84.30 -0.54 -0.6% 81.77
Low 81.00 83.05 2.05 2.5% 75.63
Close 84.26 84.22 -0.04 0.0% 81.67
Range 3.84 1.25 -2.59 -67.4% 6.14
ATR 2.00 1.95 -0.05 -2.7% 0.00
Volume 16,177 25,910 9,733 60.2% 72,706
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 87.61 87.16 84.91
R3 86.36 85.91 84.56
R2 85.11 85.11 84.45
R1 84.66 84.66 84.33 84.89
PP 83.86 83.86 83.86 83.97
S1 83.41 83.41 84.11 83.64
S2 82.61 82.61 83.99
S3 81.36 82.16 83.88
S4 80.11 80.91 83.53
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 80.17 4.67 5.5% 1.86 2.2% 87% False False 17,848
10 84.84 74.30 10.54 12.5% 1.76 2.1% 94% False False 15,199
20 84.84 69.40 15.44 18.3% 1.87 2.2% 96% False False 13,964
40 84.84 69.40 15.44 18.3% 1.89 2.2% 96% False False 12,160
60 84.84 69.40 15.44 18.3% 1.89 2.2% 96% False False 11,208
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 89.61
2.618 87.57
1.618 86.32
1.000 85.55
0.618 85.07
HIGH 84.30
0.618 83.82
0.500 83.68
0.382 83.53
LOW 83.05
0.618 82.28
1.000 81.80
1.618 81.03
2.618 79.78
4.250 77.74
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 84.04 83.79
PP 83.86 83.35
S1 83.68 82.92

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

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