NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 82.48 82.20 -0.28 -0.3% 84.72
High 82.55 82.27 -0.28 -0.3% 84.72
Low 80.69 82.19 1.50 1.9% 80.69
Close 80.77 82.27 1.50 1.9% 80.77
Range 1.86 0.08 -1.78 -95.7% 4.03
ATR 1.47 1.47 0.00 0.1% 0.00
Volume 2,326 2,351 25 1.1% 9,539
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 82.48 82.46 82.31
R3 82.40 82.38 82.29
R2 82.32 82.32 82.28
R1 82.30 82.30 82.28 82.31
PP 82.24 82.24 82.24 82.25
S1 82.22 82.22 82.26 82.23
S2 82.16 82.16 82.26
S3 82.08 82.14 82.25
S4 82.00 82.06 82.23
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 94.15 91.49 82.99
R3 90.12 87.46 81.88
R2 86.09 86.09 81.51
R1 83.43 83.43 81.14 82.75
PP 82.06 82.06 82.06 81.72
S1 79.40 79.40 80.40 78.72
S2 78.03 78.03 80.03
S3 74.00 75.37 79.66
S4 69.97 71.34 78.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.60 80.69 2.91 3.5% 0.87 1.1% 54% False False 1,867
10 84.95 80.69 4.26 5.2% 1.08 1.3% 37% False False 1,846
20 84.95 73.35 11.60 14.1% 0.89 1.1% 77% False False 1,830
40 84.95 70.69 14.26 17.3% 0.82 1.0% 81% False False 1,611
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.04
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 82.61
2.618 82.48
1.618 82.40
1.000 82.35
0.618 82.32
HIGH 82.27
0.618 82.24
0.500 82.23
0.382 82.22
LOW 82.19
0.618 82.14
1.000 82.11
1.618 82.06
2.618 81.98
4.250 81.85
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 82.26 82.23
PP 82.24 82.19
S1 82.23 82.15

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

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