NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 68.63 69.05 0.42 0.6% 73.08
High 69.21 72.32 3.11 4.5% 73.81
Low 68.01 68.28 0.27 0.4% 67.46
Close 68.59 72.22 3.63 5.3% 67.99
Range 1.20 4.04 2.84 236.7% 6.35
ATR 1.93 2.08 0.15 7.8% 0.00
Volume 4,983 8,084 3,101 62.2% 33,017
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 83.06 81.68 74.44
R3 79.02 77.64 73.33
R2 74.98 74.98 72.96
R1 73.60 73.60 72.59 74.29
PP 70.94 70.94 70.94 71.29
S1 69.56 69.56 71.85 70.25
S2 66.90 66.90 71.48
S3 62.86 65.52 71.11
S4 58.82 61.48 70.00
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 88.80 84.75 71.48
R3 82.45 78.40 69.74
R2 76.10 76.10 69.15
R1 72.05 72.05 68.57 70.90
PP 69.75 69.75 69.75 69.18
S1 65.70 65.70 67.41 64.55
S2 63.40 63.40 66.83
S3 57.05 59.35 66.24
S4 50.70 53.00 64.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.32 67.46 4.86 6.7% 2.19 3.0% 98% True False 8,442
10 75.05 67.46 7.59 10.5% 1.84 2.6% 63% False False 7,096
20 75.05 67.46 7.59 10.5% 1.86 2.6% 63% False False 6,703
40 78.75 67.46 11.29 15.6% 1.82 2.5% 42% False False 5,301
60 78.75 64.26 14.49 20.1% 1.67 2.3% 55% False False 4,854
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 89.49
2.618 82.90
1.618 78.86
1.000 76.36
0.618 74.82
HIGH 72.32
0.618 70.78
0.500 70.30
0.382 69.82
LOW 68.28
0.618 65.78
1.000 64.24
1.618 61.74
2.618 57.70
4.250 51.11
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 71.58 71.47
PP 70.94 70.71
S1 70.30 69.96

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

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