NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 82.89 81.40 -1.49 -1.8% 82.05
High 83.43 81.52 -1.91 -2.3% 84.95
Low 82.81 81.11 -1.70 -2.1% 81.94
Close 83.24 81.15 -2.09 -2.5% 84.39
Range 0.62 0.41 -0.21 -33.9% 3.01
ATR 1.23 1.30 0.06 5.2% 0.00
Volume 1,672 1,165 -507 -30.3% 8,128
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 82.49 82.23 81.38
R3 82.08 81.82 81.26
R2 81.67 81.67 81.23
R1 81.41 81.41 81.19 81.34
PP 81.26 81.26 81.26 81.22
S1 81.00 81.00 81.11 80.93
S2 80.85 80.85 81.07
S3 80.44 80.59 81.04
S4 80.03 80.18 80.92
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 84.75 81.11 3.64 4.5% 0.90 1.1% 1% False True 1,574
10 84.95 79.94 5.01 6.2% 1.05 1.3% 24% False False 1,883
20 84.95 73.35 11.60 14.3% 0.80 1.0% 67% False False 1,689
40 84.95 70.69 14.26 17.6% 0.75 0.9% 73% False False 1,567
Crabel Price Patterns
NR True
NR4 True
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 0.04
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 83.26
2.618 82.59
1.618 82.18
1.000 81.93
0.618 81.77
HIGH 81.52
0.618 81.36
0.500 81.32
0.382 81.27
LOW 81.11
0.618 80.86
1.000 80.70
1.618 80.45
2.618 80.04
4.250 79.37
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 81.32 82.92
PP 81.26 82.33
S1 81.21 81.74

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

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