NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 67.00 67.91 0.91 1.4% 73.36
High 68.24 68.20 -0.04 -0.1% 73.69
Low 66.38 66.75 0.37 0.6% 66.10
Close 67.64 67.53 -0.11 -0.2% 66.90
Range 1.86 1.45 -0.41 -22.0% 7.59
ATR 2.26 2.20 -0.06 -2.6% 0.00
Volume 44,732 26,334 -18,398 -41.1% 141,970
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 71.84 71.14 68.33
R3 70.39 69.69 67.93
R2 68.94 68.94 67.80
R1 68.24 68.24 67.66 67.87
PP 67.49 67.49 67.49 67.31
S1 66.79 66.79 67.40 66.42
S2 66.04 66.04 67.26
S3 64.59 65.34 67.13
S4 63.14 63.89 66.73
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 91.67 86.87 71.07
R3 84.08 79.28 68.99
R2 76.49 76.49 68.29
R1 71.69 71.69 67.60 70.30
PP 68.90 68.90 68.90 68.20
S1 64.10 64.10 66.20 62.71
S2 61.31 61.31 65.51
S3 53.72 56.51 64.81
S4 46.13 48.92 62.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.66 66.10 6.56 9.7% 2.32 3.4% 22% False False 36,434
10 74.39 66.10 8.29 12.3% 2.20 3.3% 17% False False 27,485
20 74.39 66.10 8.29 12.3% 2.19 3.2% 17% False False 21,434
40 77.45 66.10 11.35 16.8% 2.14 3.2% 13% False False 16,065
60 77.45 63.01 14.44 21.4% 2.06 3.0% 31% False False 13,414
80 77.45 63.01 14.44 21.4% 1.96 2.9% 31% False False 11,161
100 77.45 61.52 15.93 23.6% 1.83 2.7% 38% False False 9,463
120 77.45 56.18 21.27 31.5% 1.70 2.5% 53% False False 8,176
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 74.36
2.618 72.00
1.618 70.55
1.000 69.65
0.618 69.10
HIGH 68.20
0.618 67.65
0.500 67.48
0.382 67.30
LOW 66.75
0.618 65.85
1.000 65.30
1.618 64.40
2.618 62.95
4.250 60.59
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 67.51 67.41
PP 67.49 67.29
S1 67.48 67.17

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

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