NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 26-Oct-2009

Day Change Summary
	Previous	Current
	23-Oct-2009	26-Oct-2009	Change	Change %	Previous Week
Open	84.40	82.73	-1.67	-2.0%	81.02
High	84.40	82.91	-1.49	-1.8%	84.42
Low	83.00	81.20	-1.80	-2.2%	81.02
Close	83.36	81.53	-1.83	-2.2%	83.36
Range	1.40	1.71	0.31	22.1%	3.40
ATR	1.46	1.51	0.05	3.4%	0.00
Volume	2,714	5,083	2,369	87.3%	25,989

Daily Pivots for day following 26-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	87.01	85.98	82.47
R3	85.30	84.27	82.00
R2	83.59	83.59	81.84
R1	82.56	82.56	81.69	82.22
PP	81.88	81.88	81.88	81.71
S1	80.85	80.85	81.37	80.51
S2	80.17	80.17	81.22
S3	78.46	79.14	81.06
S4	76.75	77.43	80.59

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.13	91.65	85.23
R3	89.73	88.25	84.30
R2	86.33	86.33	83.98
R1	84.85	84.85	83.67	85.59
PP	82.93	82.93	82.93	83.31
S1	81.45	81.45	83.05	82.19
S2	79.53	79.53	82.74
S3	76.13	78.05	82.43
S4	72.73	74.65	81.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.42	81.14	3.28	4.0%	1.47	1.8%	12%	False	False	4,854
10	84.42	76.06	8.36	10.3%	1.33	1.6%	65%	False	False	5,513
20	84.42	69.30	15.12	18.5%	1.27	1.6%	81%	False	False	4,475
40	84.42	68.84	15.58	19.1%	1.03	1.3%	81%	False	False	3,720
60	84.42	68.84	15.58	19.1%	0.88	1.1%	81%	False	False	3,164
80	84.42	65.75	18.67	22.9%	0.84	1.0%	85%	False	False	2,866

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	0.21
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	90.18
2.618	87.39
1.618	85.68
1.000	84.62
0.618	83.97
HIGH	82.91
0.618	82.26
0.500	82.06
0.382	81.85
LOW	81.20
0.618	80.14
1.000	79.49
1.618	78.43
2.618	76.72
4.250	73.93

Fisher Pivots for day following 26-Oct-2009
Pivot	1 day	3 day
R1	82.06	82.80
PP	81.88	82.38
S1	81.71	81.95

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