NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 77.67 80.56 2.89 3.7% 80.40
High 81.00 80.70 -0.30 -0.4% 82.30
Low 77.65 77.47 -0.18 -0.2% 77.47
Close 80.40 77.64 -2.76 -3.4% 77.64
Range 3.35 3.23 -0.12 -3.6% 4.83
ATR 2.44 2.49 0.06 2.3% 0.00
Volume 78,470 104,319 25,849 32.9% 425,817
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 88.29 86.20 79.42
R3 85.06 82.97 78.53
R2 81.83 81.83 78.23
R1 79.74 79.74 77.94 79.17
PP 78.60 78.60 78.60 78.32
S1 76.51 76.51 77.34 75.94
S2 75.37 75.37 77.05
S3 72.14 73.28 76.75
S4 68.91 70.05 75.86
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 93.63 90.46 80.30
R3 88.80 85.63 78.97
R2 83.97 83.97 78.53
R1 80.80 80.80 78.08 79.97
PP 79.14 79.14 79.14 78.72
S1 75.97 75.97 77.20 75.14
S2 74.31 74.31 76.75
S3 69.48 71.14 76.31
S4 64.65 66.31 74.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.30 77.47 4.83 6.2% 2.97 3.8% 4% False True 85,163
10 82.58 77.47 5.11 6.6% 2.64 3.4% 3% False True 76,144
20 82.58 68.71 13.87 17.9% 2.42 3.1% 64% False False 65,058
40 82.58 66.10 16.48 21.2% 2.36 3.0% 70% False False 45,243
60 82.58 66.10 16.48 21.2% 2.29 2.9% 70% False False 33,658
80 82.58 63.01 19.57 25.2% 2.19 2.8% 75% False False 27,441
100 82.58 63.01 19.57 25.2% 2.10 2.7% 75% False False 22,917
120 82.58 61.52 21.06 27.1% 1.97 2.5% 77% False False 19,585
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.43
2.618 89.16
1.618 85.93
1.000 83.93
0.618 82.70
HIGH 80.70
0.618 79.47
0.500 79.09
0.382 78.70
LOW 77.47
0.618 75.47
1.000 74.24
1.618 72.24
2.618 69.01
4.250 63.74
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 79.09 79.24
PP 78.60 78.70
S1 78.12 78.17

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

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