NYMEX Light Sweet Crude Oil Future April 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 79.72 79.79 0.07 0.1% 82.44
High 80.99 82.08 1.09 1.3% 84.00
Low 79.27 79.10 -0.17 -0.2% 78.91
Close 80.66 82.11 1.45 1.8% 79.26
Range 1.72 2.98 1.26 73.3% 5.09
ATR 2.02 2.09 0.07 3.4% 0.00
Volume 5,668 6,262 594 10.5% 27,764
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 90.04 89.05 83.75
R3 87.06 86.07 82.93
R2 84.08 84.08 82.66
R1 83.09 83.09 82.38 83.59
PP 81.10 81.10 81.10 81.34
S1 80.11 80.11 81.84 80.61
S2 78.12 78.12 81.56
S3 75.14 77.13 81.29
S4 72.16 74.15 80.47
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 95.99 92.72 82.06
R3 90.90 87.63 80.66
R2 85.81 85.81 80.19
R1 82.54 82.54 79.73 81.63
PP 80.72 80.72 80.72 80.27
S1 77.45 77.45 78.79 76.54
S2 75.63 75.63 78.33
S3 70.54 72.36 77.86
S4 65.45 67.27 76.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.40 78.91 3.49 4.3% 2.62 3.2% 92% False False 5,730
10 84.09 78.91 5.18 6.3% 2.39 2.9% 62% False False 6,050
20 84.09 71.19 12.90 15.7% 1.97 2.4% 85% False False 5,641
40 84.09 68.38 15.71 19.1% 1.69 2.1% 87% False False 4,751
60 84.09 68.38 15.71 19.1% 1.48 1.8% 87% False False 3,927
80 84.09 65.71 18.38 22.4% 1.31 1.6% 89% False False 3,522
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.75
2.618 89.88
1.618 86.90
1.000 85.06
0.618 83.92
HIGH 82.08
0.618 80.94
0.500 80.59
0.382 80.24
LOW 79.10
0.618 77.26
1.000 76.12
1.618 74.28
2.618 71.30
4.250 66.44
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 81.60 81.60
PP 81.10 81.10
S1 80.59 80.59

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

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