NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 67.91 67.33 -0.58 -0.9% 73.36
High 68.20 71.41 3.21 4.7% 73.69
Low 66.75 67.05 0.30 0.4% 66.10
Close 67.53 71.31 3.78 5.6% 66.90
Range 1.45 4.36 2.91 200.7% 7.59
ATR 2.20 2.36 0.15 7.0% 0.00
Volume 26,334 30,893 4,559 17.3% 141,970
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 83.00 81.52 73.71
R3 78.64 77.16 72.51
R2 74.28 74.28 72.11
R1 72.80 72.80 71.71 73.54
PP 69.92 69.92 69.92 70.30
S1 68.44 68.44 70.91 69.18
S2 65.56 65.56 70.51
S3 61.20 64.08 70.11
S4 56.84 59.72 68.91
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 71.41 66.10 5.31 7.4% 2.52 3.5% 98% True False 39,543
10 74.39 66.10 8.29 11.6% 2.41 3.4% 63% False False 29,077
20 74.39 66.10 8.29 11.6% 2.25 3.2% 63% False False 22,689
40 77.45 66.10 11.35 15.9% 2.20 3.1% 46% False False 16,437
60 77.45 63.01 14.44 20.2% 2.10 2.9% 57% False False 13,836
80 77.45 63.01 14.44 20.2% 1.99 2.8% 57% False False 11,495
100 77.45 61.52 15.93 22.3% 1.86 2.6% 61% False False 9,744
120 77.45 56.18 21.27 29.8% 1.73 2.4% 71% False False 8,416
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 149 trading days
Fibonacci Retracements and Extensions
4.250 89.94
2.618 82.82
1.618 78.46
1.000 75.77
0.618 74.10
HIGH 71.41
0.618 69.74
0.500 69.23
0.382 68.72
LOW 67.05
0.618 64.36
1.000 62.69
1.618 60.00
2.618 55.64
4.250 48.52
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 70.62 70.51
PP 69.92 69.70
S1 69.23 68.90

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

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