NYMEX Light Sweet Crude Oil Future March 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 72.77 71.37 -1.40 -1.9% 68.27
High 72.95 74.26 1.31 1.8% 72.63
Low 70.76 71.20 0.44 0.6% 67.60
Close 71.22 73.76 2.54 3.6% 71.68
Range 2.19 3.06 0.87 39.7% 5.03
ATR 2.05 2.12 0.07 3.5% 0.00
Volume 10,642 10,642 0 0.0% 41,421
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 82.25 81.07 75.44
R3 79.19 78.01 74.60
R2 76.13 76.13 74.32
R1 74.95 74.95 74.04 75.54
PP 73.07 73.07 73.07 73.37
S1 71.89 71.89 73.48 72.48
S2 70.01 70.01 73.20
S3 66.95 68.83 72.92
S4 63.89 65.77 72.08
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 74.26 69.77 4.49 6.1% 2.19 3.0% 89% True False 9,843
10 74.26 67.46 6.80 9.2% 2.05 2.8% 93% True False 9,440
20 75.05 67.46 7.59 10.3% 2.00 2.7% 83% False False 7,696
40 77.83 67.46 10.37 14.1% 1.96 2.7% 61% False False 6,332
60 78.75 67.31 11.44 15.5% 1.75 2.4% 56% False False 5,525
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 0.50
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 87.27
2.618 82.27
1.618 79.21
1.000 77.32
0.618 76.15
HIGH 74.26
0.618 73.09
0.500 72.73
0.382 72.37
LOW 71.20
0.618 69.31
1.000 68.14
1.618 66.25
2.618 63.19
4.250 58.20
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 73.42 73.34
PP 73.07 72.93
S1 72.73 72.51

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

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