NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 70.36 71.44 1.08 1.5% 66.57
High 72.20 72.00 -0.20 -0.3% 71.75
Low 70.20 69.19 -1.01 -1.4% 65.85
Close 71.14 69.88 -1.26 -1.8% 70.33
Range 2.00 2.81 0.81 40.5% 5.90
ATR 2.49 2.51 0.02 0.9% 0.00
Volume 155,033 166,072 11,039 7.1% 557,066
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.79 77.14 71.43
R3 75.98 74.33 70.65
R2 73.17 73.17 70.40
R1 71.52 71.52 70.14 70.94
PP 70.36 70.36 70.36 70.07
S1 68.71 68.71 69.62 68.13
S2 67.55 67.55 69.36
S3 64.74 65.90 69.11
S4 61.93 63.09 68.33
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 72.20 68.32 3.88 5.6% 2.41 3.4% 40% False False 137,986
10 72.20 65.55 6.65 9.5% 2.51 3.6% 65% False False 124,924
20 74.00 65.55 8.45 12.1% 2.45 3.5% 51% False False 99,728
40 76.16 65.55 10.61 15.2% 2.50 3.6% 41% False False 78,230
60 76.87 63.80 13.07 18.7% 2.43 3.5% 47% False False 68,944
80 76.87 62.21 14.66 21.0% 2.46 3.5% 52% False False 60,527
100 76.87 60.77 16.10 23.0% 2.37 3.4% 57% False False 55,208
120 76.87 54.92 21.95 31.4% 2.30 3.3% 68% False False 49,648
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 0.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.94
2.618 79.36
1.618 76.55
1.000 74.81
0.618 73.74
HIGH 72.00
0.618 70.93
0.500 70.60
0.382 70.26
LOW 69.19
0.618 67.45
1.000 66.38
1.618 64.64
2.618 61.83
4.250 57.25
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 70.60 70.26
PP 70.36 70.13
S1 70.12 70.01

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

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