NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 02-Nov-2009

Day Change Summary
	Previous	Current
	30-Oct-2009	02-Nov-2009	Change	Change %	Previous Week
Open	82.47	79.36	-3.11	-3.8%	82.73
High	82.47	81.31	-1.16	-1.4%	82.91
Low	79.65	79.35	-0.30	-0.4%	79.65
Close	79.72	81.17	1.45	1.8%	79.72
Range	2.82	1.96	-0.86	-30.5%	3.26
ATR	1.74	1.75	0.02	0.9%	0.00
Volume	4,062	5,631	1,569	38.6%	24,094

Daily Pivots for day following 02-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.49	85.79	82.25
R3	84.53	83.83	81.71
R2	82.57	82.57	81.53
R1	81.87	81.87	81.35	82.22
PP	80.61	80.61	80.61	80.79
S1	79.91	79.91	80.99	80.26
S2	78.65	78.65	80.81
S3	76.69	77.95	80.63
S4	74.73	75.99	80.09

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	90.54	88.39	81.51
R3	87.28	85.13	80.62
R2	84.02	84.02	80.32
R1	81.87	81.87	80.02	81.32
PP	80.76	80.76	80.76	80.48
S1	78.61	78.61	79.42	78.06
S2	77.50	77.50	79.12
S3	74.24	75.35	78.82
S4	70.98	72.09	77.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.70	79.35	3.35	4.1%	2.06	2.5%	54%	False	True	4,928
10	84.42	79.35	5.07	6.2%	1.76	2.2%	36%	False	True	4,891
20	84.42	71.93	12.49	15.4%	1.49	1.8%	74%	False	False	4,661
40	84.42	68.84	15.58	19.2%	1.19	1.5%	79%	False	False	4,045
60	84.42	68.84	15.58	19.2%	1.00	1.2%	79%	False	False	3,378
80	84.42	65.75	18.67	23.0%	0.92	1.1%	83%	False	False	3,072

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.15
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	89.64
2.618	86.44
1.618	84.48
1.000	83.27
0.618	82.52
HIGH	81.31
0.618	80.56
0.500	80.33
0.382	80.10
LOW	79.35
0.618	78.14
1.000	77.39
1.618	76.18
2.618	74.22
4.250	71.02

Fisher Pivots for day following 02-Nov-2009
Pivot	1 day	3 day
R1	80.89	81.12
PP	80.61	81.07
S1	80.33	81.03

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