NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 72.31 70.96 -1.35 -1.9% 67.88
High 72.67 73.84 1.17 1.6% 72.50
Low 70.26 70.74 0.48 0.7% 66.89
Close 70.80 73.28 2.48 3.5% 71.23
Range 2.41 3.10 0.69 28.6% 5.61
ATR 2.12 2.19 0.07 3.3% 0.00
Volume 18,398 18,398 0 0.0% 57,855
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 81.92 80.70 74.99
R3 78.82 77.60 74.13
R2 75.72 75.72 73.85
R1 74.50 74.50 73.56 75.11
PP 72.62 72.62 72.62 72.93
S1 71.40 71.40 73.00 72.01
S2 69.52 69.52 72.71
S3 66.42 68.30 72.43
S4 63.32 65.20 71.58
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 73.84 69.21 4.63 6.3% 2.27 3.1% 88% True False 16,757
10 73.84 66.82 7.02 9.6% 2.21 3.0% 92% True False 14,683
20 74.79 66.82 7.97 10.9% 2.14 2.9% 81% False False 10,778
40 77.22 66.82 10.40 14.2% 1.96 2.7% 62% False False 8,275
60 78.00 66.82 11.18 15.3% 1.76 2.4% 58% False False 7,189
80 78.00 63.61 14.39 19.6% 1.56 2.1% 67% False False 6,161
100 78.00 63.61 14.39 19.6% 1.45 2.0% 67% False False 5,342
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 87.02
2.618 81.96
1.618 78.86
1.000 76.94
0.618 75.76
HIGH 73.84
0.618 72.66
0.500 72.29
0.382 71.92
LOW 70.74
0.618 68.82
1.000 67.64
1.618 65.72
2.618 62.62
4.250 57.57
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 72.95 72.87
PP 72.62 72.46
S1 72.29 72.05

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

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