NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 78.59 80.16 1.57 2.0% 81.99
High 80.47 81.60 1.13 1.4% 83.50
Low 78.47 78.57 0.10 0.1% 78.65
Close 80.12 81.54 1.42 1.8% 78.79
Range 2.00 3.03 1.03 51.5% 4.85
ATR 2.21 2.27 0.06 2.7% 0.00
Volume 17,626 21,274 3,648 20.7% 71,714
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 89.66 88.63 83.21
R3 86.63 85.60 82.37
R2 83.60 83.60 82.10
R1 82.57 82.57 81.82 83.09
PP 80.57 80.57 80.57 80.83
S1 79.54 79.54 81.26 80.06
S2 77.54 77.54 80.98
S3 74.51 76.51 80.71
S4 71.48 73.48 79.87
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 4.3% 2.73 3.3% 87% False False 16,448
10 83.60 78.47 5.13 6.3% 2.58 3.2% 60% False False 15,866
20 83.60 70.76 12.84 15.7% 2.18 2.7% 84% False False 13,272
40 83.60 67.46 16.14 19.8% 2.03 2.5% 87% False False 10,322
60 83.60 67.46 16.14 19.8% 1.99 2.4% 87% False False 8,357
80 83.60 65.05 18.55 22.7% 1.82 2.2% 89% False False 7,248
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.54
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.48
2.618 89.53
1.618 86.50
1.000 84.63
0.618 83.47
HIGH 81.60
0.618 80.44
0.500 80.09
0.382 79.73
LOW 78.57
0.618 76.70
1.000 75.54
1.618 73.67
2.618 70.64
4.250 65.69
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 81.06 81.04
PP 80.57 80.54
S1 80.09 80.04

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

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