NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 79.94 81.40 1.46 1.8% 77.83
High 81.30 82.25 0.95 1.2% 82.25
Low 79.94 81.40 1.46 1.8% 77.44
Close 81.32 82.22 0.90 1.1% 82.22
Range 1.36 0.85 -0.51 -37.5% 4.81
ATR 1.20 1.18 -0.02 -1.6% 0.00
Volume 1,359 3,957 2,598 191.2% 10,235
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 84.51 84.21 82.69
R3 83.66 83.36 82.45
R2 82.81 82.81 82.38
R1 82.51 82.51 82.30 82.66
PP 81.96 81.96 81.96 82.03
S1 81.66 81.66 82.14 81.81
S2 81.11 81.11 82.06
S3 80.26 80.81 81.99
S4 79.41 79.96 81.75
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 95.07 93.45 84.87
R3 90.26 88.64 83.54
R2 85.45 85.45 83.10
R1 83.83 83.83 82.66 84.64
PP 80.64 80.64 80.64 81.04
S1 79.02 79.02 81.78 79.83
S2 75.83 75.83 81.34
S3 71.02 74.21 80.90
S4 66.21 69.40 79.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.25 77.44 4.81 5.9% 0.52 0.6% 99% True False 2,047
10 82.25 73.35 8.90 10.8% 0.62 0.8% 100% True False 1,725
20 82.25 70.69 11.56 14.1% 0.73 0.9% 100% True False 1,639
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 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.86
2.618 84.48
1.618 83.63
1.000 83.10
0.618 82.78
HIGH 82.25
0.618 81.93
0.500 81.83
0.382 81.72
LOW 81.40
0.618 80.87
1.000 80.55
1.618 80.02
2.618 79.17
4.250 77.79
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 82.09 81.70
PP 81.96 81.17
S1 81.83 80.65

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

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