NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 72.33 73.32 0.99 1.4% 70.40
High 73.30 74.77 1.47 2.0% 73.42
Low 71.72 73.05 1.33 1.9% 68.71
Close 72.84 74.28 1.44 2.0% 72.84
Range 1.58 1.72 0.14 8.9% 4.71
ATR 2.38 2.34 -0.03 -1.3% 0.00
Volume 62,643 47,060 -15,583 -24.9% 251,513
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 79.19 78.46 75.23
R3 77.47 76.74 74.75
R2 75.75 75.75 74.60
R1 75.02 75.02 74.44 75.39
PP 74.03 74.03 74.03 74.22
S1 73.30 73.30 74.12 73.67
S2 72.31 72.31 73.96
S3 70.59 71.58 73.81
S4 68.87 69.86 73.33
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.79 84.02 75.43
R3 81.08 79.31 74.14
R2 76.37 76.37 73.70
R1 74.60 74.60 73.27 75.49
PP 71.66 71.66 71.66 72.10
S1 69.89 69.89 72.41 70.78
S2 66.95 66.95 71.98
S3 62.24 65.18 71.54
S4 57.53 60.47 70.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.77 69.65 5.12 6.9% 2.26 3.0% 90% True False 53,439
10 74.77 66.75 8.02 10.8% 2.40 3.2% 94% True False 43,340
20 74.77 66.10 8.67 11.7% 2.34 3.2% 94% True False 34,866
40 76.69 66.10 10.59 14.3% 2.30 3.1% 77% False False 24,127
60 77.45 66.10 11.35 15.3% 2.19 2.9% 72% False False 19,241
80 77.45 63.01 14.44 19.4% 2.08 2.8% 78% False False 15,815
100 77.45 63.01 14.44 19.4% 1.93 2.6% 78% False False 13,383
120 77.45 56.50 20.95 28.2% 1.82 2.5% 85% False False 11,465
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 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.08
2.618 79.27
1.618 77.55
1.000 76.49
0.618 75.83
HIGH 74.77
0.618 74.11
0.500 73.91
0.382 73.71
LOW 73.05
0.618 71.99
1.000 71.33
1.618 70.27
2.618 68.55
4.250 65.74
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 74.16 73.66
PP 74.03 73.04
S1 73.91 72.42

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

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