NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 72.30 71.13 -1.17 -1.6% 68.27
High 72.30 72.22 -0.08 -0.1% 72.63
Low 70.34 69.77 -0.57 -0.8% 67.60
Close 71.68 71.78 0.10 0.1% 71.68
Range 1.96 2.45 0.49 25.0% 5.03
ATR 2.05 2.08 0.03 1.4% 0.00
Volume 7,460 9,832 2,372 31.8% 41,421
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.61 77.64 73.13
R3 76.16 75.19 72.45
R2 73.71 73.71 72.23
R1 72.74 72.74 72.00 73.23
PP 71.26 71.26 71.26 71.50
S1 70.29 70.29 71.56 70.78
S2 68.81 68.81 71.33
S3 66.36 67.84 71.11
S4 63.91 65.39 70.43
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 68.01 4.62 6.4% 2.23 3.1% 82% False False 8,079
10 73.81 67.46 6.35 8.8% 2.10 2.9% 68% False False 8,009
20 75.05 67.46 7.59 10.6% 1.97 2.7% 57% False False 7,196
40 77.83 67.46 10.37 14.4% 1.88 2.6% 42% False False 5,680
60 78.75 64.26 14.49 20.2% 1.70 2.4% 52% False False 5,143
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 0.45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.63
2.618 78.63
1.618 76.18
1.000 74.67
0.618 73.73
HIGH 72.22
0.618 71.28
0.500 71.00
0.382 70.71
LOW 69.77
0.618 68.26
1.000 67.32
1.618 65.81
2.618 63.36
4.250 59.36
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 71.52 71.59
PP 71.26 71.39
S1 71.00 71.20

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

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