NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 81.22 78.75 -2.47 -3.0% 80.70
High 81.30 82.00 0.70 0.9% 83.60
Low 78.78 78.75 -0.03 0.0% 79.59
Close 79.14 81.43 2.29 2.9% 82.43
Range 2.52 3.25 0.73 29.0% 4.01
ATR 2.09 2.18 0.08 4.0% 0.00
Volume 16,439 13,743 -2,696 -16.4% 70,241
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 90.48 89.20 83.22
R3 87.23 85.95 82.32
R2 83.98 83.98 82.03
R1 82.70 82.70 81.73 83.34
PP 80.73 80.73 80.73 81.05
S1 79.45 79.45 81.13 80.09
S2 77.48 77.48 80.83
S3 74.23 76.20 80.54
S4 70.98 72.95 79.64
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 93.90 92.18 84.64
R3 89.89 88.17 83.53
R2 85.88 85.88 83.17
R1 84.16 84.16 82.80 85.02
PP 81.87 81.87 81.87 82.31
S1 80.15 80.15 82.06 81.01
S2 77.86 77.86 81.69
S3 73.85 76.14 81.33
S4 69.84 72.13 80.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.50 78.75 4.75 5.8% 2.50 3.1% 56% False True 14,706
10 83.60 78.75 4.85 6.0% 2.28 2.8% 55% False True 14,336
20 83.60 69.77 13.83 17.0% 2.07 2.5% 84% False False 12,066
40 83.60 67.46 16.14 19.8% 1.97 2.4% 87% False False 9,516
60 83.60 67.46 16.14 19.8% 1.90 2.3% 87% False False 7,646
80 83.60 64.26 19.34 23.8% 1.77 2.2% 89% False False 6,745
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 0.52
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.81
2.618 90.51
1.618 87.26
1.000 85.25
0.618 84.01
HIGH 82.00
0.618 80.76
0.500 80.38
0.382 79.99
LOW 78.75
0.618 76.74
1.000 75.50
1.618 73.49
2.618 70.24
4.250 64.94
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 81.08 81.08
PP 80.73 80.73
S1 80.38 80.38

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

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