NYMEX Light Sweet Crude Oil Future July 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 82.27 83.50 1.23 1.5% 77.56
High 85.12 84.57 -0.55 -0.6% 81.98
Low 82.27 83.50 1.23 1.5% 76.85
Close 84.56 84.52 -0.04 0.0% 81.97
Range 2.85 1.07 -1.78 -62.5% 5.13
ATR 1.74 1.70 -0.05 -2.8% 0.00
Volume 4,167 3,209 -958 -23.0% 14,613
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 87.41 87.03 85.11
R3 86.34 85.96 84.81
R2 85.27 85.27 84.72
R1 84.89 84.89 84.62 85.08
PP 84.20 84.20 84.20 84.29
S1 83.82 83.82 84.42 84.01
S2 83.13 83.13 84.32
S3 82.06 82.75 84.23
S4 80.99 81.68 83.93
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 80.67 4.45 5.3% 1.53 1.8% 87% False False 3,367
10 85.12 74.95 10.17 12.0% 1.31 1.6% 94% False False 3,191
20 85.12 70.06 15.06 17.8% 1.52 1.8% 96% False False 2,807
40 85.12 70.06 15.06 17.8% 1.49 1.8% 96% False False 2,931
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 89.12
2.618 87.37
1.618 86.30
1.000 85.64
0.618 85.23
HIGH 84.57
0.618 84.16
0.500 84.04
0.382 83.91
LOW 83.50
0.618 82.84
1.000 82.43
1.618 81.77
2.618 80.70
4.250 78.95
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 84.36 84.16
PP 84.20 83.80
S1 84.04 83.44

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

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