NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 20-Oct-2009

Day Change Summary
	Previous	Current
	19-Oct-2009	20-Oct-2009	Change	Change %	Previous Week
Open	80.70	81.67	0.97	1.2%	74.46
High	81.50	81.69	0.19	0.2%	80.62
Low	80.09	80.00	-0.09	-0.1%	74.26
Close	81.41	80.74	-0.67	-0.8%	80.50
Range	1.41	1.69	0.28	19.9%	6.36
ATR	1.93	1.91	-0.02	-0.9%	0.00
Volume	13,814	8,381	-5,433	-39.3%	52,555

Daily Pivots for day following 20-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.88	85.00	81.67
R3	84.19	83.31	81.20
R2	82.50	82.50	81.05
R1	81.62	81.62	80.89	81.22
PP	80.81	80.81	80.81	80.61
S1	79.93	79.93	80.59	79.53
S2	79.12	79.12	80.43
S3	77.43	78.24	80.28
S4	75.74	76.55	79.81

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	97.54	95.38	84.00
R3	91.18	89.02	82.25
R2	84.82	84.82	81.67
R1	82.66	82.66	81.08	83.74
PP	78.46	78.46	78.46	79.00
S1	76.30	76.30	79.92	77.38
S2	72.10	72.10	79.33
S3	65.74	69.94	78.75
S4	59.38	63.58	77.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.69	76.51	5.18	6.4%	1.69	2.1%	82%	True	False	11,709
10	81.69	70.76	10.93	13.5%	1.78	2.2%	91%	True	False	10,678
20	81.69	67.46	14.23	17.6%	1.95	2.4%	93%	True	False	9,519
40	81.69	67.46	14.23	17.6%	1.91	2.4%	93%	True	False	7,648
60	81.69	67.46	14.23	17.6%	1.80	2.2%	93%	True	False	6,357

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.87
2.618	86.11
1.618	84.42
1.000	83.38
0.618	82.73
HIGH	81.69
0.618	81.04
0.500	80.85
0.382	80.65
LOW	80.00
0.618	78.96
1.000	78.31
1.618	77.27
2.618	75.58
4.250	72.82

Fisher Pivots for day following 20-Oct-2009
Pivot	1 day	3 day
R1	80.85	80.59
PP	80.81	80.43
S1	80.78	80.28

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols