NYMEX Light Sweet Crude Oil Future May 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 81.15 79.69 -1.46 -1.8% 81.02
High 81.15 82.70 1.55 1.9% 84.42
Low 80.05 79.69 -0.36 -0.4% 81.02
Close 80.07 82.33 2.26 2.8% 83.36
Range 1.10 3.01 1.91 173.6% 3.40
ATR 1.55 1.65 0.10 6.7% 0.00
Volume 4,357 4,968 611 14.0% 25,989
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 90.60 89.48 83.99
R3 87.59 86.47 83.16
R2 84.58 84.58 82.88
R1 83.46 83.46 82.61 84.02
PP 81.57 81.57 81.57 81.86
S1 80.45 80.45 82.05 81.01
S2 78.56 78.56 81.78
S3 75.55 77.44 81.50
S4 72.54 74.43 80.67
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 84.40 79.69 4.71 5.7% 1.73 2.1% 56% False True 4,549
10 84.42 79.69 4.73 5.7% 1.54 1.9% 56% False True 5,171
20 84.42 71.93 12.49 15.2% 1.32 1.6% 83% False False 4,765
40 84.42 68.84 15.58 18.9% 1.10 1.3% 87% False False 3,924
60 84.42 68.84 15.58 18.9% 0.94 1.1% 87% False False 3,315
80 84.42 65.75 18.67 22.7% 0.86 1.0% 89% False False 3,005
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 95.49
2.618 90.58
1.618 87.57
1.000 85.71
0.618 84.56
HIGH 82.70
0.618 81.55
0.500 81.20
0.382 80.84
LOW 79.69
0.618 77.83
1.000 76.68
1.618 74.82
2.618 71.81
4.250 66.90
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 81.95 81.95
PP 81.57 81.57
S1 81.20 81.20

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

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