NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 14-Oct-2009

Day Change Summary
	Previous	Current
	13-Oct-2009	14-Oct-2009	Change	Change %	Previous Week
Open	76.06	77.77	1.71	2.2%	72.74
High	77.05	78.00	0.95	1.2%	75.09
Low	76.06	77.67	1.61	2.1%	71.93
Close	77.26	77.98	0.72	0.9%	74.89
Range	0.99	0.33	-0.66	-66.7%	3.16
ATR	1.42	1.37	-0.05	-3.4%	0.00
Volume	7,205	5,435	-1,770	-24.6%	16,866

Daily Pivots for day following 14-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.87	78.76	78.16
R3	78.54	78.43	78.07
R2	78.21	78.21	78.04
R1	78.10	78.10	78.01	78.16
PP	77.88	77.88	77.88	77.91
S1	77.77	77.77	77.95	77.83
S2	77.55	77.55	77.92
S3	77.22	77.44	77.89
S4	76.89	77.11	77.80

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.45	82.33	76.63
R3	80.29	79.17	75.76
R2	77.13	77.13	75.47
R1	76.01	76.01	75.18	76.57
PP	73.97	73.97	73.97	74.25
S1	72.85	72.85	74.60	73.41
S2	70.81	70.81	74.31
S3	67.65	69.69	74.02
S4	64.49	66.53	73.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.00	72.75	5.25	6.7%	1.01	1.3%	100%	True	False	4,153
10	78.00	71.93	6.07	7.8%	0.92	1.2%	100%	True	False	4,231
20	78.00	68.84	9.16	11.7%	1.04	1.3%	100%	True	False	3,714
40	78.43	68.84	9.59	12.3%	0.76	1.0%	95%	False	False	3,069
60	79.61	68.84	10.77	13.8%	0.80	1.0%	85%	False	False	2,788

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.06
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	79.40
2.618	78.86
1.618	78.53
1.000	78.33
0.618	78.20
HIGH	78.00
0.618	77.87
0.500	77.84
0.382	77.80
LOW	77.67
0.618	77.47
1.000	77.34
1.618	77.14
2.618	76.81
4.250	76.27

Fisher Pivots for day following 14-Oct-2009
Pivot	1 day	3 day
R1	77.93	77.61
PP	77.88	77.24
S1	77.84	76.88

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols