NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 70.40 70.72 0.32 0.5% 67.00
High 71.50 72.55 1.05 1.5% 72.06
Low 68.71 70.55 1.84 2.7% 66.38
Close 70.98 71.52 0.54 0.8% 70.78
Range 2.79 2.00 -0.79 -28.3% 5.68
ATR 2.37 2.34 -0.03 -1.1% 0.00
Volume 31,378 48,748 17,370 55.4% 179,564
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.54 76.53 72.62
R3 75.54 74.53 72.07
R2 73.54 73.54 71.89
R1 72.53 72.53 71.70 73.04
PP 71.54 71.54 71.54 71.79
S1 70.53 70.53 71.34 71.04
S2 69.54 69.54 71.15
S3 67.54 68.53 70.97
S4 65.54 66.53 70.42
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.78 84.46 73.90
R3 81.10 78.78 72.34
R2 75.42 75.42 71.82
R1 73.10 73.10 71.30 74.26
PP 69.74 69.74 69.74 70.32
S1 67.42 67.42 70.26 68.58
S2 64.06 64.06 69.74
S3 58.38 61.74 69.22
S4 52.70 56.06 67.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.55 67.05 5.50 7.7% 2.65 3.7% 81% True False 37,724
10 72.66 66.10 6.56 9.2% 2.48 3.5% 83% False False 37,079
20 74.39 66.10 8.29 11.6% 2.28 3.2% 65% False False 28,149
40 76.69 66.10 10.59 14.8% 2.27 3.2% 51% False False 19,542
60 77.45 63.75 13.70 19.2% 2.15 3.0% 57% False False 16,042
80 77.45 63.01 14.44 20.2% 2.06 2.9% 59% False False 13,287
100 77.45 61.52 15.93 22.3% 1.90 2.7% 63% False False 11,257
120 77.45 56.18 21.27 29.7% 1.78 2.5% 72% False False 9,684
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.50
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.05
2.618 77.79
1.618 75.79
1.000 74.55
0.618 73.79
HIGH 72.55
0.618 71.79
0.500 71.55
0.382 71.31
LOW 70.55
0.618 69.31
1.000 68.55
1.618 67.31
2.618 65.31
4.250 62.05
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 71.55 71.22
PP 71.54 70.93
S1 71.53 70.63

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

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