NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 80.50 80.96 0.46 0.6% 83.56
High 82.19 83.45 1.26 1.5% 85.24
Low 80.44 80.52 0.08 0.1% 80.32
Close 81.96 83.45 1.49 1.8% 80.46
Range 1.75 2.93 1.18 67.4% 4.92
ATR 1.92 1.99 0.07 3.8% 0.00
Volume 5,018 3,273 -1,745 -34.8% 20,227
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 91.26 90.29 85.06
R3 88.33 87.36 84.26
R2 85.40 85.40 83.99
R1 84.43 84.43 83.72 84.92
PP 82.47 82.47 82.47 82.72
S1 81.50 81.50 83.18 81.99
S2 79.54 79.54 82.91
S3 76.61 78.57 82.64
S4 73.68 75.64 81.84
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 96.77 93.53 83.17
R3 91.85 88.61 81.81
R2 86.93 86.93 81.36
R1 83.69 83.69 80.91 82.85
PP 82.01 82.01 82.01 81.59
S1 78.77 78.77 80.01 77.93
S2 77.09 77.09 79.56
S3 72.17 73.85 79.11
S4 67.25 68.93 77.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.45 80.32 3.13 3.8% 2.10 2.5% 100% True False 4,264
10 85.24 80.32 4.92 5.9% 2.07 2.5% 64% False False 3,807
20 85.24 72.49 12.75 15.3% 1.74 2.1% 86% False False 3,406
40 85.24 70.06 15.18 18.2% 1.62 1.9% 88% False False 3,099
60 85.24 70.06 15.18 18.2% 1.63 1.9% 88% False False 2,981
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 95.90
2.618 91.12
1.618 88.19
1.000 86.38
0.618 85.26
HIGH 83.45
0.618 82.33
0.500 81.99
0.382 81.64
LOW 80.52
0.618 78.71
1.000 77.59
1.618 75.78
2.618 72.85
4.250 68.07
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 82.96 82.93
PP 82.47 82.41
S1 81.99 81.89

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

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