NYMEX Light Sweet Crude Oil Future March 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 81.50 78.59 -2.91 -3.6% 81.99
High 81.50 80.47 -1.03 -1.3% 83.50
Low 78.65 78.47 -0.18 -0.2% 78.65
Close 78.79 80.12 1.33 1.7% 78.79
Range 2.85 2.00 -0.85 -29.8% 4.85
ATR 2.22 2.21 -0.02 -0.7% 0.00
Volume 13,162 17,626 4,464 33.9% 71,714
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 85.69 84.90 81.22
R3 83.69 82.90 80.67
R2 81.69 81.69 80.49
R1 80.90 80.90 80.30 81.30
PP 79.69 79.69 79.69 79.88
S1 78.90 78.90 79.94 79.30
S2 77.69 77.69 79.75
S3 75.69 76.90 79.57
S4 73.69 74.90 79.02
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 82.00 78.47 3.53 4.4% 2.46 3.1% 47% False True 15,481
10 83.60 78.47 5.13 6.4% 2.45 3.1% 32% False True 14,576
20 83.60 70.76 12.84 16.0% 2.10 2.6% 73% False False 12,740
40 83.60 67.46 16.14 20.1% 2.03 2.5% 78% False False 9,968
60 83.60 67.46 16.14 20.1% 1.95 2.4% 78% False False 8,034
80 83.60 64.26 19.34 24.1% 1.80 2.2% 82% False False 7,042
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 True
Bull Hook False
Stretch 0.40
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 88.97
2.618 85.71
1.618 83.71
1.000 82.47
0.618 81.71
HIGH 80.47
0.618 79.71
0.500 79.47
0.382 79.23
LOW 78.47
0.618 77.23
1.000 76.47
1.618 75.23
2.618 73.23
4.250 69.97
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 79.90 80.24
PP 79.69 80.20
S1 79.47 80.16

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

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