NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 70.60 72.33 1.73 2.5% 70.40
High 73.42 73.30 -0.12 -0.2% 73.42
Low 70.07 71.72 1.65 2.4% 68.71
Close 72.72 72.84 0.12 0.2% 72.84
Range 3.35 1.58 -1.77 -52.8% 4.71
ATR 2.44 2.38 -0.06 -2.5% 0.00
Volume 48,748 62,643 13,895 28.5% 251,513
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.36 76.68 73.71
R3 75.78 75.10 73.27
R2 74.20 74.20 73.13
R1 73.52 73.52 72.98 73.86
PP 72.62 72.62 72.62 72.79
S1 71.94 71.94 72.70 72.28
S2 71.04 71.04 72.55
S3 69.46 70.36 72.41
S4 67.88 68.78 71.97
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.79 84.02 75.43
R3 81.08 79.31 74.14
R2 76.37 76.37 73.70
R1 74.60 74.60 73.27 75.49
PP 71.66 71.66 71.66 72.10
S1 69.89 69.89 72.41 70.78
S2 66.95 66.95 71.98
S3 62.24 65.18 71.54
S4 57.53 60.47 70.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.42 68.71 4.71 6.5% 2.47 3.4% 88% False False 50,302
10 73.42 66.38 7.04 9.7% 2.41 3.3% 92% False False 43,107
20 74.39 66.10 8.29 11.4% 2.31 3.2% 81% False False 33,463
40 76.69 66.10 10.59 14.5% 2.34 3.2% 64% False False 23,229
60 77.45 66.10 11.35 15.6% 2.19 3.0% 59% False False 18,556
80 77.45 63.01 14.44 19.8% 2.08 2.8% 68% False False 15,302
100 77.45 63.01 14.44 19.8% 1.92 2.6% 68% False False 12,928
120 77.45 56.45 21.00 28.8% 1.82 2.5% 78% False False 11,080
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 80.02
2.618 77.44
1.618 75.86
1.000 74.88
0.618 74.28
HIGH 73.30
0.618 72.70
0.500 72.51
0.382 72.32
LOW 71.72
0.618 70.74
1.000 70.14
1.618 69.16
2.618 67.58
4.250 65.01
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 72.73 72.41
PP 72.62 71.97
S1 72.51 71.54

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

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