NYMEX Light Sweet Crude Oil Future March 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 78.75 81.50 2.75 3.5% 81.99
High 82.00 81.50 -0.50 -0.6% 83.50
Low 78.75 78.65 -0.10 -0.1% 78.65
Close 81.43 78.79 -2.64 -3.2% 78.79
Range 3.25 2.85 -0.40 -12.3% 4.85
ATR 2.18 2.22 0.05 2.2% 0.00
Volume 13,743 13,162 -581 -4.2% 71,714
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 88.20 86.34 80.36
R3 85.35 83.49 79.57
R2 82.50 82.50 79.31
R1 80.64 80.64 79.05 80.15
PP 79.65 79.65 79.65 79.40
S1 77.79 77.79 78.53 77.30
S2 76.80 76.80 78.27
S3 73.95 74.94 78.01
S4 71.10 72.09 77.22
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 94.86 91.68 81.46
R3 90.01 86.83 80.12
R2 85.16 85.16 79.68
R1 81.98 81.98 79.23 81.15
PP 80.31 80.31 80.31 79.90
S1 77.13 77.13 78.35 76.30
S2 75.46 75.46 77.90
S3 70.61 72.28 77.46
S4 65.76 67.43 76.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.50 78.65 4.85 6.2% 2.74 3.5% 3% False True 14,342
10 83.60 78.65 4.95 6.3% 2.39 3.0% 3% False True 14,195
20 83.60 69.77 13.83 17.6% 2.12 2.7% 65% False False 12,351
40 83.60 67.46 16.14 20.5% 2.01 2.6% 70% False False 9,660
60 83.60 67.46 16.14 20.5% 1.93 2.5% 70% False False 7,802
80 83.60 64.26 19.34 24.5% 1.78 2.3% 75% False False 6,857
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 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.61
2.618 88.96
1.618 86.11
1.000 84.35
0.618 83.26
HIGH 81.50
0.618 80.41
0.500 80.08
0.382 79.74
LOW 78.65
0.618 76.89
1.000 75.80
1.618 74.04
2.618 71.19
4.250 66.54
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 80.08 80.33
PP 79.65 79.81
S1 79.22 79.30

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

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