NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 83.56 82.48 -1.08 -1.3% 81.63
High 85.24 83.21 -2.03 -2.4% 85.12
Low 82.04 81.73 -0.31 -0.4% 81.63
Close 82.30 82.96 0.66 0.8% 84.11
Range 3.20 1.48 -1.72 -53.8% 3.49
ATR 1.79 1.77 -0.02 -1.2% 0.00
Volume 4,344 2,850 -1,494 -34.4% 16,337
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 87.07 86.50 83.77
R3 85.59 85.02 83.37
R2 84.11 84.11 83.23
R1 83.54 83.54 83.10 83.83
PP 82.63 82.63 82.63 82.78
S1 82.06 82.06 82.82 82.35
S2 81.15 81.15 82.69
S3 79.67 80.58 82.55
S4 78.19 79.10 82.15
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 81.73 3.51 4.2% 2.03 2.4% 35% False True 3,349
10 85.24 78.37 6.87 8.3% 1.66 2.0% 67% False False 3,014
20 85.24 70.46 14.78 17.8% 1.69 2.0% 85% False False 2,983
40 85.24 70.06 15.18 18.3% 1.57 1.9% 85% False False 3,049
60 85.24 70.06 15.18 18.3% 1.58 1.9% 85% False False 2,840
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.50
2.618 87.08
1.618 85.60
1.000 84.69
0.618 84.12
HIGH 83.21
0.618 82.64
0.500 82.47
0.382 82.30
LOW 81.73
0.618 80.82
1.000 80.25
1.618 79.34
2.618 77.86
4.250 75.44
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 82.80 83.49
PP 82.63 83.31
S1 82.47 83.14

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

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