NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 82.05 83.18 1.13 1.4% 77.83
High 82.81 83.18 0.37 0.4% 82.25
Low 81.95 81.94 -0.01 0.0% 77.44
Close 83.05 82.53 -0.52 -0.6% 82.22
Range 0.86 1.24 0.38 44.2% 4.81
ATR 1.16 1.17 0.01 0.5% 0.00
Volume 1,555 1,834 279 17.9% 10,235
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.27 85.64 83.21
R3 85.03 84.40 82.87
R2 83.79 83.79 82.76
R1 83.16 83.16 82.64 82.86
PP 82.55 82.55 82.55 82.40
S1 81.92 81.92 82.42 81.62
S2 81.31 81.31 82.30
S3 80.07 80.68 82.19
S4 78.83 79.44 81.85
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 83.18 79.05 4.13 5.0% 0.87 1.0% 84% True False 2,092
10 83.18 73.35 9.83 11.9% 0.78 0.9% 93% True False 1,851
20 83.18 70.69 12.49 15.1% 0.78 0.9% 95% True False 1,697
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.45
2.618 86.43
1.618 85.19
1.000 84.42
0.618 83.95
HIGH 83.18
0.618 82.71
0.500 82.56
0.382 82.41
LOW 81.94
0.618 81.17
1.000 80.70
1.618 79.93
2.618 78.69
4.250 76.67
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 82.56 82.45
PP 82.55 82.37
S1 82.54 82.29

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

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