NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 71.44 70.18 -1.26 -1.8% 66.57
High 72.00 72.92 0.92 1.3% 71.75
Low 69.19 69.56 0.37 0.5% 65.85
Close 69.88 72.14 2.26 3.2% 70.33
Range 2.81 3.36 0.55 19.6% 5.90
ATR 2.51 2.57 0.06 2.4% 0.00
Volume 166,072 205,803 39,731 23.9% 557,066
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 81.62 80.24 73.99
R3 78.26 76.88 73.06
R2 74.90 74.90 72.76
R1 73.52 73.52 72.45 74.21
PP 71.54 71.54 71.54 71.89
S1 70.16 70.16 71.83 70.85
S2 68.18 68.18 71.52
S3 64.82 66.80 71.22
S4 61.46 63.44 70.29
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 72.92 68.32 4.60 6.4% 2.64 3.7% 83% True False 152,315
10 72.92 65.55 7.37 10.2% 2.52 3.5% 89% True False 133,034
20 74.00 65.55 8.45 11.7% 2.54 3.5% 78% False False 105,085
40 76.16 65.55 10.61 14.7% 2.54 3.5% 62% False False 82,168
60 76.87 65.00 11.87 16.5% 2.45 3.4% 60% False False 71,699
80 76.87 62.21 14.66 20.3% 2.47 3.4% 68% False False 62,788
100 76.87 62.21 14.66 20.3% 2.37 3.3% 68% False False 56,982
120 76.87 54.92 21.95 30.4% 2.30 3.2% 78% False False 51,253
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 87.20
2.618 81.72
1.618 78.36
1.000 76.28
0.618 75.00
HIGH 72.92
0.618 71.64
0.500 71.24
0.382 70.84
LOW 69.56
0.618 67.48
1.000 66.20
1.618 64.12
2.618 60.76
4.250 55.28
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 71.84 71.78
PP 71.54 71.42
S1 71.24 71.06

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

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