NYMEX Light Sweet Crude Oil Future July 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 84.77 83.56 -1.21 -1.4% 81.63
High 84.77 85.24 0.47 0.6% 85.12
Low 83.23 82.04 -1.19 -1.4% 81.63
Close 84.11 82.30 -1.81 -2.2% 84.11
Range 1.54 3.20 1.66 107.8% 3.49
ATR 1.68 1.79 0.11 6.4% 0.00
Volume 2,178 4,344 2,166 99.4% 16,337
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 92.79 90.75 84.06
R3 89.59 87.55 83.18
R2 86.39 86.39 82.89
R1 84.35 84.35 82.59 83.77
PP 83.19 83.19 83.19 82.91
S1 81.15 81.15 82.01 80.57
S2 79.99 79.99 81.71
S3 76.79 77.95 81.42
S4 73.59 74.75 80.54
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 94.09 92.59 86.03
R3 90.60 89.10 85.07
R2 87.11 87.11 84.75
R1 85.61 85.61 84.43 86.36
PP 83.62 83.62 83.62 84.00
S1 82.12 82.12 83.79 82.87
S2 80.13 80.13 83.47
S3 76.64 78.63 83.15
S4 73.15 75.14 82.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.24 81.76 3.48 4.2% 1.98 2.4% 16% True False 3,497
10 85.24 77.13 8.11 9.9% 1.61 2.0% 64% True False 3,400
20 85.24 70.45 14.79 18.0% 1.67 2.0% 80% True False 2,863
40 85.24 70.06 15.18 18.4% 1.56 1.9% 81% True False 3,015
60 85.24 70.06 15.18 18.4% 1.56 1.9% 81% True False 2,845
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 98.84
2.618 93.62
1.618 90.42
1.000 88.44
0.618 87.22
HIGH 85.24
0.618 84.02
0.500 83.64
0.382 83.26
LOW 82.04
0.618 80.06
1.000 78.84
1.618 76.86
2.618 73.66
4.250 68.44
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 83.64 83.64
PP 83.19 83.19
S1 82.75 82.75

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

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