NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 70.60 70.58 -0.02 0.0% 66.57
High 71.75 70.90 -0.85 -1.2% 71.75
Low 69.52 68.74 -0.78 -1.1% 65.85
Close 71.20 70.33 -0.87 -1.2% 70.33
Range 2.23 2.16 -0.07 -3.1% 5.90
ATR 2.51 2.50 0.00 -0.1% 0.00
Volume 134,157 129,261 -4,896 -3.6% 557,066
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 76.47 75.56 71.52
R3 74.31 73.40 70.92
R2 72.15 72.15 70.73
R1 71.24 71.24 70.53 70.62
PP 69.99 69.99 69.99 69.68
S1 69.08 69.08 70.13 68.46
S2 67.83 67.83 69.93
S3 65.67 66.92 69.74
S4 63.51 64.76 69.14
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 87.01 84.57 73.58
R3 81.11 78.67 71.95
R2 75.21 75.21 71.41
R1 72.77 72.77 70.87 73.99
PP 69.31 69.31 69.31 69.92
S1 66.87 66.87 69.79 68.09
S2 63.41 63.41 69.25
S3 57.51 60.97 68.71
S4 51.61 55.07 67.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.75 65.85 5.90 8.4% 2.46 3.5% 76% False False 111,413
10 73.15 65.55 7.60 10.8% 2.67 3.8% 63% False False 101,673
20 74.00 65.55 8.45 12.0% 2.45 3.5% 57% False False 88,903
40 76.55 65.55 11.00 15.6% 2.45 3.5% 43% False False 70,891
60 76.87 62.21 14.66 20.8% 2.41 3.4% 55% False False 63,503
80 76.87 62.21 14.66 20.8% 2.44 3.5% 55% False False 56,634
100 76.87 60.66 16.21 23.0% 2.36 3.3% 60% False False 51,637
120 76.87 54.92 21.95 31.2% 2.27 3.2% 70% False False 46,422
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 False
Bull Hook False
Stretch 0.49
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.08
2.618 76.55
1.618 74.39
1.000 73.06
0.618 72.23
HIGH 70.90
0.618 70.07
0.500 69.82
0.382 69.57
LOW 68.74
0.618 67.41
1.000 66.58
1.618 65.25
2.618 63.09
4.250 59.56
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 70.16 69.95
PP 69.99 69.56
S1 69.82 69.18

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

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