NYMEX Light Sweet Crude Oil Future April 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 81.32 79.20 -2.12 -2.6% 80.82
High 81.32 82.40 1.08 1.3% 84.09
Low 78.91 79.20 0.29 0.4% 80.40
Close 79.60 81.88 2.28 2.9% 82.91
Range 2.41 3.20 0.79 32.8% 3.69
ATR 1.89 1.98 0.09 5.0% 0.00
Volume 5,268 5,287 19 0.4% 29,745
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 90.76 89.52 83.64
R3 87.56 86.32 82.76
R2 84.36 84.36 82.47
R1 83.12 83.12 82.17 83.74
PP 81.16 81.16 81.16 81.47
S1 79.92 79.92 81.59 80.54
S2 77.96 77.96 81.29
S3 74.76 76.72 81.00
S4 71.56 73.52 80.12
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 93.54 91.91 84.94
R3 89.85 88.22 83.92
R2 86.16 86.16 83.59
R1 84.53 84.53 83.25 85.35
PP 82.47 82.47 82.47 82.87
S1 80.84 80.84 82.57 81.66
S2 78.78 78.78 82.23
S3 75.09 77.15 81.90
S4 71.40 73.46 80.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.00 78.91 5.09 6.2% 2.35 2.9% 58% False False 5,180
10 84.09 78.91 5.18 6.3% 2.07 2.5% 57% False False 5,871
20 84.09 70.45 13.64 16.7% 1.83 2.2% 84% False False 5,487
40 84.09 68.38 15.71 19.2% 1.55 1.9% 86% False False 4,479
60 84.09 68.38 15.71 19.2% 1.38 1.7% 86% False False 3,722
80 84.09 65.05 19.04 23.3% 1.23 1.5% 88% False False 3,399
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 0.41
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.00
2.618 90.78
1.618 87.58
1.000 85.60
0.618 84.38
HIGH 82.40
0.618 81.18
0.500 80.80
0.382 80.42
LOW 79.20
0.618 77.22
1.000 76.00
1.618 74.02
2.618 70.82
4.250 65.60
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 81.52 81.47
PP 81.16 81.06
S1 80.80 80.66

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

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