NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 69.81 70.26 0.45 0.6% 66.15
High 71.00 71.97 0.97 1.4% 71.39
Low 68.05 70.06 2.01 3.0% 65.41
Close 70.41 70.88 0.47 0.7% 69.95
Range 2.95 1.91 -1.04 -35.3% 5.98
ATR 2.58 2.54 -0.05 -1.9% 0.00
Volume 312,014 346,922 34,908 11.2% 1,515,454
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 76.70 75.70 71.93
R3 74.79 73.79 71.41
R2 72.88 72.88 71.23
R1 71.88 71.88 71.06 72.38
PP 70.97 70.97 70.97 71.22
S1 69.97 69.97 70.70 70.47
S2 69.06 69.06 70.53
S3 67.15 68.06 70.35
S4 65.24 66.15 69.83
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.86 84.38 73.24
R3 80.88 78.40 71.59
R2 74.90 74.90 71.05
R1 72.42 72.42 70.50 73.66
PP 68.92 68.92 68.92 69.54
S1 66.44 66.44 69.40 67.68
S2 62.94 62.94 68.85
S3 56.96 60.46 68.31
S4 50.98 54.48 66.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.97 66.22 5.75 8.1% 2.80 3.9% 81% True False 325,532
10 71.97 65.05 6.92 9.8% 2.66 3.8% 84% True False 305,771
20 73.58 65.05 8.53 12.0% 2.46 3.5% 68% False False 234,605
40 75.55 65.05 10.50 14.8% 2.55 3.6% 56% False False 148,966
60 75.89 62.26 13.63 19.2% 2.47 3.5% 63% False False 110,461
80 75.89 61.38 14.51 20.5% 2.45 3.5% 65% False False 85,210
100 75.89 59.95 15.94 22.5% 2.28 3.2% 69% False False 69,857
120 75.89 54.20 21.69 30.6% 2.13 3.0% 77% False False 59,168
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Bull Hook False
Stretch 0.57
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 80.09
2.618 76.97
1.618 75.06
1.000 73.88
0.618 73.15
HIGH 71.97
0.618 71.24
0.500 71.02
0.382 70.79
LOW 70.06
0.618 68.88
1.000 68.15
1.618 66.97
2.618 65.06
4.250 61.94
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 71.02 70.59
PP 70.97 70.30
S1 70.93 70.01

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

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