NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 81.75 83.13 1.38 1.7% 83.56
High 83.40 83.13 -0.27 -0.3% 85.24
Low 81.75 80.32 -1.43 -1.7% 80.32
Close 83.05 80.46 -2.59 -3.1% 80.46
Range 1.65 2.81 1.16 70.3% 4.92
ATR 1.86 1.93 0.07 3.6% 0.00
Volume 5,484 4,152 -1,332 -24.3% 20,227
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 89.73 87.91 82.01
R3 86.92 85.10 81.23
R2 84.11 84.11 80.98
R1 82.29 82.29 80.72 81.80
PP 81.30 81.30 81.30 81.06
S1 79.48 79.48 80.20 78.99
S2 78.49 78.49 79.94
S3 75.68 76.67 79.69
S4 72.87 73.86 78.91
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 96.77 93.53 83.17
R3 91.85 88.61 81.81
R2 86.93 86.93 81.36
R1 83.69 83.69 80.91 82.85
PP 82.01 82.01 82.01 81.59
S1 78.77 78.77 80.01 77.93
S2 77.09 77.09 79.56
S3 72.17 73.85 79.11
S4 67.25 68.93 77.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.24 80.32 4.92 6.1% 2.10 2.6% 3% False True 4,045
10 85.24 80.32 4.92 6.1% 1.84 2.3% 3% False True 3,656
20 85.24 71.85 13.39 16.6% 1.66 2.1% 64% False False 3,196
40 85.24 70.06 15.18 18.9% 1.59 2.0% 69% False False 3,090
60 85.24 70.06 15.18 18.9% 1.60 2.0% 69% False False 2,911
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.07
2.618 90.49
1.618 87.68
1.000 85.94
0.618 84.87
HIGH 83.13
0.618 82.06
0.500 81.73
0.382 81.39
LOW 80.32
0.618 78.58
1.000 77.51
1.618 75.77
2.618 72.96
4.250 68.38
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 81.73 81.86
PP 81.30 81.39
S1 80.88 80.93

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

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