NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 80.96 83.75 2.79 3.4% 83.56
High 83.45 84.50 1.05 1.3% 85.24
Low 80.52 83.54 3.02 3.8% 80.32
Close 83.45 84.21 0.76 0.9% 80.46
Range 2.93 0.96 -1.97 -67.2% 4.92
ATR 1.99 1.92 -0.07 -3.4% 0.00
Volume 3,273 4,064 791 24.2% 20,227
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 86.96 86.55 84.74
R3 86.00 85.59 84.47
R2 85.04 85.04 84.39
R1 84.63 84.63 84.30 84.84
PP 84.08 84.08 84.08 84.19
S1 83.67 83.67 84.12 83.88
S2 83.12 83.12 84.03
S3 82.16 82.71 83.95
S4 81.20 81.75 83.68
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 84.50 80.32 4.18 5.0% 2.02 2.4% 93% True False 4,398
10 85.24 80.32 4.92 5.8% 1.88 2.2% 79% False False 3,796
20 85.24 72.94 12.30 14.6% 1.69 2.0% 92% False False 3,471
40 85.24 70.06 15.18 18.0% 1.61 1.9% 93% False False 3,105
60 85.24 70.06 15.18 18.0% 1.61 1.9% 93% False False 3,008
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.30
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 88.58
2.618 87.01
1.618 86.05
1.000 85.46
0.618 85.09
HIGH 84.50
0.618 84.13
0.500 84.02
0.382 83.91
LOW 83.54
0.618 82.95
1.000 82.58
1.618 81.99
2.618 81.03
4.250 79.46
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 84.15 83.63
PP 84.08 83.05
S1 84.02 82.47

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

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