NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 70.58 70.10 -0.48 -0.7% 66.57
High 70.90 71.17 0.27 0.4% 71.75
Low 68.74 68.32 -0.42 -0.6% 65.85
Close 70.33 70.61 0.28 0.4% 70.33
Range 2.16 2.85 0.69 31.9% 5.90
ATR 2.50 2.53 0.02 1.0% 0.00
Volume 129,261 105,407 -23,854 -18.5% 557,066
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.58 77.45 72.18
R3 75.73 74.60 71.39
R2 72.88 72.88 71.13
R1 71.75 71.75 70.87 72.32
PP 70.03 70.03 70.03 70.32
S1 68.90 68.90 70.35 69.47
S2 67.18 67.18 70.09
S3 64.33 66.05 69.83
S4 61.48 63.20 69.04
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 66.22 5.53 7.8% 2.63 3.7% 79% False False 107,548
10 72.47 65.55 6.92 9.8% 2.62 3.7% 73% False False 107,049
20 74.00 65.55 8.45 12.0% 2.51 3.6% 60% False False 91,098
40 76.16 65.55 10.61 15.0% 2.47 3.5% 48% False False 72,360
60 76.87 62.21 14.66 20.8% 2.42 3.4% 57% False False 64,688
80 76.87 62.21 14.66 20.8% 2.45 3.5% 57% False False 57,416
100 76.87 60.66 16.21 23.0% 2.36 3.3% 61% False False 52,479
120 76.87 54.92 21.95 31.1% 2.28 3.2% 71% False False 47,193
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.28
2.618 78.63
1.618 75.78
1.000 74.02
0.618 72.93
HIGH 71.17
0.618 70.08
0.500 69.75
0.382 69.41
LOW 68.32
0.618 66.56
1.000 65.47
1.618 63.71
2.618 60.86
4.250 56.21
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 70.32 70.42
PP 70.03 70.23
S1 69.75 70.04

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

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