NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 83.24 84.37 1.13 1.4% 77.83
High 84.95 84.75 -0.20 -0.2% 82.25
Low 83.24 84.37 1.13 1.4% 77.44
Close 84.81 84.78 -0.03 0.0% 82.22
Range 1.71 0.38 -1.33 -77.8% 4.81
ATR 1.26 1.20 -0.06 -4.6% 0.00
Volume 2,257 1,602 -655 -29.0% 10,235
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.77 85.66 84.99
R3 85.39 85.28 84.88
R2 85.01 85.01 84.85
R1 84.90 84.90 84.81 84.96
PP 84.63 84.63 84.63 84.66
S1 84.52 84.52 84.75 84.58
S2 84.25 84.25 84.71
S3 83.87 84.14 84.68
S4 83.49 83.76 84.57
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 84.95 81.40 3.55 4.2% 1.01 1.2% 95% False False 2,241
10 84.95 76.14 8.81 10.4% 0.68 0.8% 98% False False 1,942
20 84.95 70.69 14.26 16.8% 0.76 0.9% 99% False False 1,618
40 84.95 70.69 14.26 16.8% 0.67 0.8% 99% False False 1,516
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 86.37
2.618 85.74
1.618 85.36
1.000 85.13
0.618 84.98
HIGH 84.75
0.618 84.60
0.500 84.56
0.382 84.52
LOW 84.37
0.618 84.14
1.000 83.99
1.618 83.76
2.618 83.38
4.250 82.76
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 84.71 84.34
PP 84.63 83.89
S1 84.56 83.45

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

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