NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 84.50 83.68 -0.82 -1.0% 81.49
High 84.66 84.85 0.19 0.2% 84.84
Low 83.13 81.79 -1.34 -1.6% 81.00
Close 83.79 81.97 -1.82 -2.2% 83.79
Range 1.53 3.06 1.53 100.0% 3.84
ATR 1.92 2.00 0.08 4.2% 0.00
Volume 12,838 14,432 1,594 12.4% 80,334
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 92.05 90.07 83.65
R3 88.99 87.01 82.81
R2 85.93 85.93 82.53
R1 83.95 83.95 82.25 83.41
PP 82.87 82.87 82.87 82.60
S1 80.89 80.89 81.69 80.35
S2 79.81 79.81 81.41
S3 76.75 77.83 81.13
S4 73.69 74.77 80.29
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 94.73 93.10 85.90
R3 90.89 89.26 84.85
R2 87.05 87.05 84.49
R1 85.42 85.42 84.14 86.24
PP 83.21 83.21 83.21 83.62
S1 81.58 81.58 83.44 82.40
S2 79.37 79.37 83.09
S3 75.53 77.74 82.73
S4 71.69 73.90 81.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.85 81.00 3.85 4.7% 2.21 2.7% 25% True False 15,678
10 84.85 76.45 8.40 10.2% 1.92 2.3% 66% True False 15,881
20 84.85 69.83 15.02 18.3% 1.95 2.4% 81% True False 13,886
40 84.85 69.40 15.45 18.8% 1.92 2.3% 81% True False 12,491
60 84.85 69.40 15.45 18.8% 1.86 2.3% 81% True False 11,306
80 84.85 65.66 19.19 23.4% 1.84 2.2% 85% True False 10,274
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.86
2.618 92.86
1.618 89.80
1.000 87.91
0.618 86.74
HIGH 84.85
0.618 83.68
0.500 83.32
0.382 82.96
LOW 81.79
0.618 79.90
1.000 78.73
1.618 76.84
2.618 73.78
4.250 68.79
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 83.32 83.32
PP 82.87 82.87
S1 82.42 82.42

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

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