NYMEX Light Sweet Crude Oil Future January 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 80.56 77.50 -3.06 -3.8% 80.40
High 80.70 79.32 -1.38 -1.7% 82.30
Low 77.47 77.25 -0.22 -0.3% 77.47
Close 77.64 78.82 1.18 1.5% 77.64
Range 3.23 2.07 -1.16 -35.9% 4.83
ATR 2.49 2.46 -0.03 -1.2% 0.00
Volume 104,319 107,382 3,063 2.9% 425,817
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 84.67 83.82 79.96
R3 82.60 81.75 79.39
R2 80.53 80.53 79.20
R1 79.68 79.68 79.01 80.11
PP 78.46 78.46 78.46 78.68
S1 77.61 77.61 78.63 78.04
S2 76.39 76.39 78.44
S3 74.32 75.54 78.25
S4 72.25 73.47 77.68
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 81.00 77.25 3.75 4.8% 2.67 3.4% 42% False True 92,812
10 82.58 77.25 5.33 6.8% 2.69 3.4% 29% False True 81,946
20 82.58 69.65 12.93 16.4% 2.38 3.0% 71% False False 68,859
40 82.58 66.10 16.48 20.9% 2.37 3.0% 77% False False 47,613
60 82.58 66.10 16.48 20.9% 2.29 2.9% 77% False False 35,305
80 82.58 63.01 19.57 24.8% 2.21 2.8% 81% False False 28,723
100 82.58 63.01 19.57 24.8% 2.11 2.7% 81% False False 23,939
120 82.58 61.52 21.06 26.7% 1.97 2.5% 82% False False 20,467
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 0.57
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 88.12
2.618 84.74
1.618 82.67
1.000 81.39
0.618 80.60
HIGH 79.32
0.618 78.53
0.500 78.29
0.382 78.04
LOW 77.25
0.618 75.97
1.000 75.18
1.618 73.90
2.618 71.83
4.250 68.45
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 78.64 79.13
PP 78.46 79.02
S1 78.29 78.92

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

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