NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 82.48 82.01 -0.47 -0.6% 81.63
High 83.21 82.01 -1.20 -1.4% 85.12
Low 81.73 80.63 -1.10 -1.3% 81.63
Close 82.96 80.84 -2.12 -2.6% 84.11
Range 1.48 1.38 -0.10 -6.8% 3.49
ATR 1.77 1.81 0.04 2.3% 0.00
Volume 2,850 3,397 547 19.2% 16,337
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.30 84.45 81.60
R3 83.92 83.07 81.22
R2 82.54 82.54 81.09
R1 81.69 81.69 80.97 81.43
PP 81.16 81.16 81.16 81.03
S1 80.31 80.31 80.71 80.05
S2 79.78 79.78 80.59
S3 78.40 78.93 80.46
S4 77.02 77.55 80.08
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 80.63 4.61 5.7% 1.73 2.1% 5% False True 3,195
10 85.24 79.09 6.15 7.6% 1.75 2.2% 28% False False 3,159
20 85.24 71.85 13.39 16.6% 1.56 1.9% 67% False False 3,044
40 85.24 70.06 15.18 18.8% 1.54 1.9% 71% False False 3,064
60 85.24 70.06 15.18 18.8% 1.58 2.0% 71% False False 2,829
Crabel Price Patterns
NR True
NR4 True
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 0.23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 87.88
2.618 85.62
1.618 84.24
1.000 83.39
0.618 82.86
HIGH 82.01
0.618 81.48
0.500 81.32
0.382 81.16
LOW 80.63
0.618 79.78
1.000 79.25
1.618 78.40
2.618 77.02
4.250 74.77
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 81.32 82.94
PP 81.16 82.24
S1 81.00 81.54

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

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