NYMEX Light Sweet Crude Oil Future March 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 71.81 72.30 0.49 0.7% 68.27
High 72.63 72.30 -0.33 -0.5% 72.63
Low 71.11 70.34 -0.77 -1.1% 67.60
Close 72.57 71.68 -0.89 -1.2% 71.68
Range 1.52 1.96 0.44 28.9% 5.03
ATR 2.04 2.05 0.01 0.7% 0.00
Volume 10,036 7,460 -2,576 -25.7% 41,421
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.32 76.46 72.76
R3 75.36 74.50 72.22
R2 73.40 73.40 72.04
R1 72.54 72.54 71.86 71.99
PP 71.44 71.44 71.44 71.17
S1 70.58 70.58 71.50 70.03
S2 69.48 69.48 71.32
S3 67.52 68.62 71.14
S4 65.56 66.66 70.60
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.73 83.73 74.45
R3 80.70 78.70 73.06
R2 75.67 75.67 72.60
R1 73.67 73.67 72.14 74.67
PP 70.64 70.64 70.64 71.14
S1 68.64 68.64 71.22 69.64
S2 65.61 65.61 70.76
S3 60.58 63.61 70.30
S4 55.55 58.58 68.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.63 67.60 5.03 7.0% 2.07 2.9% 81% False False 8,284
10 73.81 67.46 6.35 8.9% 2.02 2.8% 66% False False 7,443
20 75.05 67.46 7.59 10.6% 1.91 2.7% 56% False False 6,969
40 78.04 67.46 10.58 14.8% 1.84 2.6% 40% False False 5,527
60 78.75 64.26 14.49 20.2% 1.67 2.3% 51% False False 5,025
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.63
2.618 77.43
1.618 75.47
1.000 74.26
0.618 73.51
HIGH 72.30
0.618 71.55
0.500 71.32
0.382 71.09
LOW 70.34
0.618 69.13
1.000 68.38
1.618 67.17
2.618 65.21
4.250 62.01
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 71.56 71.27
PP 71.44 70.86
S1 71.32 70.46

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

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