NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 83.13 80.50 -2.63 -3.2% 83.56
High 83.13 82.19 -0.94 -1.1% 85.24
Low 80.32 80.44 0.12 0.1% 80.32
Close 80.46 81.96 1.50 1.9% 80.46
Range 2.81 1.75 -1.06 -37.7% 4.92
ATR 1.93 1.92 -0.01 -0.7% 0.00
Volume 4,152 5,018 866 20.9% 20,227
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 86.78 86.12 82.92
R3 85.03 84.37 82.44
R2 83.28 83.28 82.28
R1 82.62 82.62 82.12 82.95
PP 81.53 81.53 81.53 81.70
S1 80.87 80.87 81.80 81.20
S2 79.78 79.78 81.64
S3 78.03 79.12 81.48
S4 76.28 77.37 81.00
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 83.40 80.32 3.08 3.8% 1.81 2.2% 53% False False 4,180
10 85.24 80.32 4.92 6.0% 1.90 2.3% 33% False False 3,838
20 85.24 72.49 12.75 15.6% 1.65 2.0% 74% False False 3,380
40 85.24 70.06 15.18 18.5% 1.61 2.0% 78% False False 3,080
60 85.24 70.06 15.18 18.5% 1.60 1.9% 78% False False 2,954
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.63
2.618 86.77
1.618 85.02
1.000 83.94
0.618 83.27
HIGH 82.19
0.618 81.52
0.500 81.32
0.382 81.11
LOW 80.44
0.618 79.36
1.000 78.69
1.618 77.61
2.618 75.86
4.250 73.00
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 81.75 81.93
PP 81.53 81.89
S1 81.32 81.86

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

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