NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 69.05 71.81 2.76 4.0% 73.08
High 72.32 72.63 0.31 0.4% 73.81
Low 68.28 71.11 2.83 4.1% 67.46
Close 72.22 72.57 0.35 0.5% 67.99
Range 4.04 1.52 -2.52 -62.4% 6.35
ATR 2.08 2.04 -0.04 -1.9% 0.00
Volume 8,084 10,036 1,952 24.1% 33,017
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 76.66 76.14 73.41
R3 75.14 74.62 72.99
R2 73.62 73.62 72.85
R1 73.10 73.10 72.71 73.36
PP 72.10 72.10 72.10 72.24
S1 71.58 71.58 72.43 71.84
S2 70.58 70.58 72.29
S3 69.06 70.06 72.15
S4 67.54 68.54 71.73
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 72.63 67.46 5.17 7.1% 1.92 2.6% 99% True False 9,038
10 75.05 67.46 7.59 10.5% 1.90 2.6% 67% False False 7,423
20 75.05 67.46 7.59 10.5% 1.87 2.6% 67% False False 6,967
40 78.75 67.46 11.29 15.6% 1.82 2.5% 45% False False 5,436
60 78.75 64.26 14.49 20.0% 1.66 2.3% 57% False False 4,972
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.09
2.618 76.61
1.618 75.09
1.000 74.15
0.618 73.57
HIGH 72.63
0.618 72.05
0.500 71.87
0.382 71.69
LOW 71.11
0.618 70.17
1.000 69.59
1.618 68.65
2.618 67.13
4.250 64.65
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 72.34 71.82
PP 72.10 71.07
S1 71.87 70.32

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

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