NYMEX Light Sweet Crude Oil Future January 2010


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 70.72 71.90 1.18 1.7% 67.00
High 72.55 72.30 -0.25 -0.3% 72.06
Low 70.55 69.65 -0.90 -1.3% 66.38
Close 71.52 70.34 -1.18 -1.6% 70.78
Range 2.00 2.65 0.65 32.5% 5.68
ATR 2.34 2.37 0.02 0.9% 0.00
Volume 48,748 59,996 11,248 23.1% 179,564
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.71 77.18 71.80
R3 76.06 74.53 71.07
R2 73.41 73.41 70.83
R1 71.88 71.88 70.58 71.32
PP 70.76 70.76 70.76 70.49
S1 69.23 69.23 70.10 68.67
S2 68.11 68.11 69.85
S3 65.46 66.58 69.61
S4 62.81 63.93 68.88
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 68.71 3.84 5.5% 2.31 3.3% 42% False False 43,545
10 72.55 66.10 6.45 9.2% 2.41 3.4% 66% False False 41,544
20 74.39 66.10 8.29 11.8% 2.32 3.3% 51% False False 30,276
40 76.69 66.10 10.59 15.1% 2.29 3.3% 40% False False 20,880
60 77.45 65.11 12.34 17.5% 2.16 3.1% 42% False False 16,958
80 77.45 63.01 14.44 20.5% 2.07 2.9% 51% False False 14,009
100 77.45 62.75 14.70 20.9% 1.90 2.7% 52% False False 11,848
120 77.45 56.18 21.27 30.2% 1.80 2.6% 67% False False 10,180
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 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.56
2.618 79.24
1.618 76.59
1.000 74.95
0.618 73.94
HIGH 72.30
0.618 71.29
0.500 70.98
0.382 70.66
LOW 69.65
0.618 68.01
1.000 67.00
1.618 65.36
2.618 62.71
4.250 58.39
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 70.98 70.63
PP 70.76 70.53
S1 70.55 70.44

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

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