NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 71.28 71.43 0.15 0.2% 67.88
High 72.50 71.56 -0.94 -1.3% 72.50
Low 70.38 69.85 -0.53 -0.8% 66.89
Close 72.07 71.23 -0.84 -1.2% 71.23
Range 2.12 1.71 -0.41 -19.3% 5.61
ATR 2.10 2.11 0.01 0.4% 0.00
Volume 13,223 13,489 266 2.0% 57,855
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 76.01 75.33 72.17
R3 74.30 73.62 71.70
R2 72.59 72.59 71.54
R1 71.91 71.91 71.39 71.40
PP 70.88 70.88 70.88 70.62
S1 70.20 70.20 71.07 69.69
S2 69.17 69.17 70.92
S3 67.46 68.49 70.76
S4 65.75 66.78 70.29
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 87.04 84.74 74.32
R3 81.43 79.13 72.77
R2 75.82 75.82 72.26
R1 73.52 73.52 71.74 74.67
PP 70.21 70.21 70.21 70.78
S1 67.91 67.91 70.72 69.06
S2 64.60 64.60 70.20
S3 58.99 62.30 69.69
S4 53.38 56.69 68.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.50 66.89 5.61 7.9% 2.21 3.1% 77% False False 11,571
10 74.16 66.82 7.34 10.3% 2.31 3.2% 60% False False 10,604
20 74.79 66.82 7.97 11.2% 1.98 2.8% 55% False False 8,647
40 78.00 66.82 11.18 15.7% 1.84 2.6% 39% False False 6,884
60 78.00 63.61 14.39 20.2% 1.67 2.3% 53% False False 6,213
80 78.00 63.61 14.39 20.2% 1.49 2.1% 53% False False 5,383
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.83
2.618 76.04
1.618 74.33
1.000 73.27
0.618 72.62
HIGH 71.56
0.618 70.91
0.500 70.71
0.382 70.50
LOW 69.85
0.618 68.79
1.000 68.14
1.618 67.08
2.618 65.37
4.250 62.58
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 71.06 70.86
PP 70.88 70.49
S1 70.71 70.13

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

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