NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 75.63 76.22 0.59 0.8% 70.40
High 76.45 78.96 2.51 3.3% 73.42
Low 75.40 75.82 0.42 0.6% 68.71
Close 76.12 78.59 2.47 3.2% 72.84
Range 1.05 3.14 2.09 199.0% 4.71
ATR 2.22 2.28 0.07 3.0% 0.00
Volume 72,640 55,956 -16,684 -23.0% 251,513
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 87.21 86.04 80.32
R3 84.07 82.90 79.45
R2 80.93 80.93 79.17
R1 79.76 79.76 78.88 80.35
PP 77.79 77.79 77.79 78.08
S1 76.62 76.62 78.30 77.21
S2 74.65 74.65 78.01
S3 71.51 73.48 77.73
S4 68.37 70.34 76.86
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 78.96 71.72 7.24 9.2% 1.84 2.3% 95% True False 58,945
10 78.96 68.71 10.25 13.0% 2.20 2.8% 96% True False 52,231
20 78.96 66.10 12.86 16.4% 2.34 3.0% 97% True False 41,406
40 78.96 66.10 12.86 16.4% 2.22 2.8% 97% True False 28,183
60 78.96 66.10 12.86 16.4% 2.20 2.8% 97% True False 21,992
80 78.96 63.01 15.95 20.3% 2.08 2.7% 98% True False 18,005
100 78.96 63.01 15.95 20.3% 1.96 2.5% 98% True False 15,166
120 78.96 56.57 22.39 28.5% 1.86 2.4% 98% True False 12,945
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 92.31
2.618 87.18
1.618 84.04
1.000 82.10
0.618 80.90
HIGH 78.96
0.618 77.76
0.500 77.39
0.382 77.02
LOW 75.82
0.618 73.88
1.000 72.68
1.618 70.74
2.618 67.60
4.250 62.48
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 78.19 77.87
PP 77.79 77.15
S1 77.39 76.43

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

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