NYMEX Light Sweet Crude Oil Future July 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 82.98 82.27 -0.71 -0.9% 77.56
High 82.98 85.12 2.14 2.6% 81.98
Low 81.76 82.27 0.51 0.6% 76.85
Close 82.27 84.56 2.29 2.8% 81.97
Range 1.22 2.85 1.63 133.6% 5.13
ATR 1.66 1.74 0.09 5.1% 0.00
Volume 3,588 4,167 579 16.1% 14,613
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 92.53 91.40 86.13
R3 89.68 88.55 85.34
R2 86.83 86.83 85.08
R1 85.70 85.70 84.82 86.27
PP 83.98 83.98 83.98 84.27
S1 82.85 82.85 84.30 83.42
S2 81.13 81.13 84.04
S3 78.28 80.00 83.78
S4 75.43 77.15 82.99
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 95.66 93.94 84.79
R3 90.53 88.81 83.38
R2 85.40 85.40 82.91
R1 83.68 83.68 82.44 84.54
PP 80.27 80.27 80.27 80.70
S1 78.55 78.55 81.50 79.41
S2 75.14 75.14 81.03
S3 70.01 73.42 80.56
S4 64.88 68.29 79.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.12 79.09 6.03 7.1% 1.77 2.1% 91% True False 3,123
10 85.12 72.94 12.18 14.4% 1.49 1.8% 95% True False 3,146
20 85.12 70.06 15.06 17.8% 1.59 1.9% 96% True False 2,851
40 85.12 70.06 15.06 17.8% 1.49 1.8% 96% True False 2,938
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 97.23
2.618 92.58
1.618 89.73
1.000 87.97
0.618 86.88
HIGH 85.12
0.618 84.03
0.500 83.70
0.382 83.36
LOW 82.27
0.618 80.51
1.000 79.42
1.618 77.66
2.618 74.81
4.250 70.16
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 84.27 84.17
PP 83.98 83.77
S1 83.70 83.38

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

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