NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 82.60 80.15 -2.45 -3.0% 81.49
High 82.60 83.20 0.60 0.7% 84.84
Low 80.12 80.15 0.03 0.0% 81.00
Close 80.50 82.73 2.23 2.8% 83.79
Range 2.48 3.05 0.57 23.0% 3.84
ATR 2.01 2.09 0.07 3.7% 0.00
Volume 14,350 16,525 2,175 15.2% 80,334
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 91.18 90.00 84.41
R3 88.13 86.95 83.57
R2 85.08 85.08 83.29
R1 83.90 83.90 83.01 84.49
PP 82.03 82.03 82.03 82.32
S1 80.85 80.85 82.45 81.44
S2 78.98 78.98 82.17
S3 75.93 77.80 81.89
S4 72.88 74.75 81.05
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 80.12 4.73 5.7% 2.35 2.8% 55% False False 14,816
10 84.85 80.12 4.73 5.7% 2.10 2.5% 55% False False 16,332
20 84.85 71.32 13.53 16.4% 1.97 2.4% 84% False False 14,594
40 84.85 69.40 15.45 18.7% 1.95 2.4% 86% False False 13,138
60 84.85 69.40 15.45 18.7% 1.91 2.3% 86% False False 11,339
80 84.85 65.66 19.19 23.2% 1.88 2.3% 89% False False 10,672
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.16
2.618 91.18
1.618 88.13
1.000 86.25
0.618 85.08
HIGH 83.20
0.618 82.03
0.500 81.68
0.382 81.32
LOW 80.15
0.618 78.27
1.000 77.10
1.618 75.22
2.618 72.17
4.250 67.19
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 82.38 82.37
PP 82.03 82.02
S1 81.68 81.66

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

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