NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 84.37 84.47 0.10 0.1% 82.05
High 84.75 84.61 -0.14 -0.2% 84.95
Low 84.37 83.68 -0.69 -0.8% 81.94
Close 84.78 84.39 -0.39 -0.5% 84.39
Range 0.38 0.93 0.55 144.7% 3.01
ATR 1.20 1.19 -0.01 -0.6% 0.00
Volume 1,602 880 -722 -45.1% 8,128
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 87.02 86.63 84.90
R3 86.09 85.70 84.65
R2 85.16 85.16 84.56
R1 84.77 84.77 84.48 84.50
PP 84.23 84.23 84.23 84.09
S1 83.84 83.84 84.30 83.57
S2 83.30 83.30 84.22
S3 82.37 82.91 84.13
S4 81.44 81.98 83.88
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 92.79 91.60 86.05
R3 89.78 88.59 85.22
R2 86.77 86.77 84.94
R1 85.58 85.58 84.67 86.18
PP 83.76 83.76 83.76 84.06
S1 82.57 82.57 84.11 83.17
S2 80.75 80.75 83.84
S3 77.74 79.56 83.56
S4 74.73 76.55 82.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.95 81.94 3.01 3.6% 1.02 1.2% 81% False False 1,625
10 84.95 77.44 7.51 8.9% 0.77 0.9% 93% False False 1,836
20 84.95 71.29 13.66 16.2% 0.78 0.9% 96% False False 1,556
40 84.95 70.69 14.26 16.9% 0.69 0.8% 96% False False 1,509
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.02
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.56
2.618 87.04
1.618 86.11
1.000 85.54
0.618 85.18
HIGH 84.61
0.618 84.25
0.500 84.15
0.382 84.04
LOW 83.68
0.618 83.11
1.000 82.75
1.618 82.18
2.618 81.25
4.250 79.73
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 84.31 84.29
PP 84.23 84.19
S1 84.15 84.10

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

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