NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 80.16 81.36 1.20 1.5% 81.99
High 81.60 82.81 1.21 1.5% 83.50
Low 78.57 81.00 2.43 3.1% 78.65
Close 81.54 82.36 0.82 1.0% 78.79
Range 3.03 1.81 -1.22 -40.3% 4.85
ATR 2.27 2.23 -0.03 -1.4% 0.00
Volume 21,274 21,763 489 2.3% 71,714
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.49 86.73 83.36
R3 85.68 84.92 82.86
R2 83.87 83.87 82.69
R1 83.11 83.11 82.53 83.49
PP 82.06 82.06 82.06 82.25
S1 81.30 81.30 82.19 81.68
S2 80.25 80.25 82.03
S3 78.44 79.49 81.86
S4 76.63 77.68 81.36
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 82.81 78.47 4.34 5.3% 2.59 3.1% 90% True False 17,513
10 83.50 78.47 5.03 6.1% 2.36 2.9% 77% False False 16,646
20 83.60 71.20 12.40 15.1% 2.16 2.6% 90% False False 13,828
40 83.60 67.46 16.14 19.6% 2.03 2.5% 92% False False 10,724
60 83.60 67.46 16.14 19.6% 1.99 2.4% 92% False False 8,691
80 83.60 66.51 17.09 20.8% 1.83 2.2% 93% False False 7,493
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Bull Hook False
Stretch 0.50
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 90.50
2.618 87.55
1.618 85.74
1.000 84.62
0.618 83.93
HIGH 82.81
0.618 82.12
0.500 81.91
0.382 81.69
LOW 81.00
0.618 79.88
1.000 79.19
1.618 78.07
2.618 76.26
4.250 73.31
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 82.21 81.79
PP 82.06 81.21
S1 81.91 80.64

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

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