NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 73.45 74.46 1.01 1.4% 71.13
High 74.21 75.70 1.49 2.0% 74.26
Low 72.80 74.26 1.46 2.0% 69.77
Close 73.93 75.32 1.39 1.9% 73.93
Range 1.41 1.44 0.03 2.1% 4.49
ATR 2.07 2.05 -0.02 -1.0% 0.00
Volume 10,755 8,169 -2,586 -24.0% 52,513
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 79.41 78.81 76.11
R3 77.97 77.37 75.72
R2 76.53 76.53 75.58
R1 75.93 75.93 75.45 76.23
PP 75.09 75.09 75.09 75.25
S1 74.49 74.49 75.19 74.79
S2 73.65 73.65 75.06
S3 72.21 73.05 74.92
S4 70.77 71.61 74.53
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.12 84.52 76.40
R3 81.63 80.03 75.16
R2 77.14 77.14 74.75
R1 75.54 75.54 74.34 76.34
PP 72.65 72.65 72.65 73.06
S1 71.05 71.05 73.52 71.85
S2 68.16 68.16 73.11
S3 63.67 66.56 72.70
S4 59.18 62.07 71.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.70 70.76 4.94 6.6% 1.88 2.5% 92% True False 10,170
10 75.70 68.01 7.69 10.2% 2.06 2.7% 95% True False 9,124
20 75.70 67.46 8.24 10.9% 1.91 2.5% 95% True False 7,943
40 77.78 67.46 10.32 13.7% 1.91 2.5% 76% False False 6,606
60 78.75 67.46 11.29 15.0% 1.76 2.3% 70% False False 5,712
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.82
2.618 79.47
1.618 78.03
1.000 77.14
0.618 76.59
HIGH 75.70
0.618 75.15
0.500 74.98
0.382 74.81
LOW 74.26
0.618 73.37
1.000 72.82
1.618 71.93
2.618 70.49
4.250 68.14
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 75.21 74.70
PP 75.09 74.07
S1 74.98 73.45

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

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