NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 80.15 82.89 2.74 3.4% 83.68
High 83.20 82.89 -0.31 -0.4% 84.85
Low 80.15 79.97 -0.18 -0.2% 79.97
Close 82.73 80.13 -2.60 -3.1% 80.13
Range 3.05 2.92 -0.13 -4.3% 4.88
ATR 2.09 2.15 0.06 2.9% 0.00
Volume 16,525 12,311 -4,214 -25.5% 73,554
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 89.76 87.86 81.74
R3 86.84 84.94 80.93
R2 83.92 83.92 80.67
R1 82.02 82.02 80.40 81.51
PP 81.00 81.00 81.00 80.74
S1 79.10 79.10 79.86 78.59
S2 78.08 78.08 79.59
S3 75.16 76.18 79.33
S4 72.24 73.26 78.52
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 96.29 93.09 82.81
R3 91.41 88.21 81.47
R2 86.53 86.53 81.02
R1 83.33 83.33 80.58 82.49
PP 81.65 81.65 81.65 81.23
S1 78.45 78.45 79.68 77.61
S2 76.77 76.77 79.24
S3 71.89 73.57 78.79
S4 67.01 68.69 77.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.85 79.97 4.88 6.1% 2.63 3.3% 3% False True 14,710
10 84.85 79.97 4.88 6.1% 2.24 2.8% 3% False True 15,388
20 84.85 71.32 13.53 16.9% 2.05 2.6% 65% False False 14,359
40 84.85 69.40 15.45 19.3% 2.00 2.5% 69% False False 13,031
60 84.85 69.40 15.45 19.3% 1.93 2.4% 69% False False 11,385
80 84.85 65.66 19.19 23.9% 1.90 2.4% 75% False False 10,710
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.30
2.618 90.53
1.618 87.61
1.000 85.81
0.618 84.69
HIGH 82.89
0.618 81.77
0.500 81.43
0.382 81.09
LOW 79.97
0.618 78.17
1.000 77.05
1.618 75.25
2.618 72.33
4.250 67.56
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 81.43 81.59
PP 81.00 81.10
S1 80.56 80.62

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

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