NYMEX Light Sweet Crude Oil Future August 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 81.40 82.21 0.81 1.0% 82.05
High 81.52 83.60 2.08 2.6% 84.95
Low 81.11 82.21 1.10 1.4% 81.94
Close 81.15 83.35 2.20 2.7% 84.39
Range 0.41 1.39 0.98 239.0% 3.01
ATR 1.30 1.38 0.08 6.4% 0.00
Volume 1,165 1,822 657 56.4% 8,128
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 87.22 86.68 84.11
R3 85.83 85.29 83.73
R2 84.44 84.44 83.60
R1 83.90 83.90 83.48 84.17
PP 83.05 83.05 83.05 83.19
S1 82.51 82.51 83.22 82.78
S2 81.66 81.66 83.10
S3 80.27 81.12 82.97
S4 78.88 79.73 82.59
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 92.79 91.60 86.05
R3 89.78 88.59 85.22
R2 86.77 86.77 84.94
R1 85.58 85.58 84.67 86.18
PP 83.76 83.76 83.76 84.06
S1 82.57 82.57 84.11 83.17
S2 80.75 80.75 83.84
S3 77.74 79.56 83.56
S4 74.73 76.55 82.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.72 81.11 3.61 4.3% 1.10 1.3% 62% False False 1,618
10 84.95 81.11 3.84 4.6% 1.06 1.3% 58% False False 1,929
20 84.95 73.35 11.60 13.9% 0.82 1.0% 86% False False 1,696
40 84.95 70.69 14.26 17.1% 0.79 0.9% 89% False False 1,601
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 0.04
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.51
2.618 87.24
1.618 85.85
1.000 84.99
0.618 84.46
HIGH 83.60
0.618 83.07
0.500 82.91
0.382 82.74
LOW 82.21
0.618 81.35
1.000 80.82
1.618 79.96
2.618 78.57
4.250 76.30
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 83.20 83.02
PP 83.05 82.69
S1 82.91 82.36

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

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