NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 74.21 74.45 0.24 0.3% 75.20
High 74.94 74.45 -0.49 -0.7% 75.20
Low 74.19 73.38 -0.81 -1.1% 70.63
Close 73.86 74.27 0.41 0.6% 71.14
Range 0.75 1.07 0.32 42.7% 4.57
ATR 1.44 1.41 -0.03 -1.8% 0.00
Volume 1,481 3,850 2,369 160.0% 12,872
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 77.24 76.83 74.86
R3 76.17 75.76 74.56
R2 75.10 75.10 74.47
R1 74.69 74.69 74.37 74.36
PP 74.03 74.03 74.03 73.87
S1 73.62 73.62 74.17 73.29
S2 72.96 72.96 74.07
S3 71.89 72.55 73.98
S4 70.82 71.48 73.68
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 86.03 83.16 73.65
R3 81.46 78.59 72.40
R2 76.89 76.89 71.98
R1 74.02 74.02 71.56 73.17
PP 72.32 72.32 72.32 71.90
S1 69.45 69.45 70.72 68.60
S2 67.75 67.75 70.30
S3 63.18 64.88 69.88
S4 58.61 60.31 68.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.94 70.63 4.31 5.8% 0.78 1.1% 84% False False 2,510
10 76.89 70.63 6.26 8.4% 0.98 1.3% 58% False False 2,474
20 78.20 70.63 7.57 10.2% 1.01 1.4% 48% False False 2,387
40 79.10 68.16 10.94 14.7% 0.96 1.3% 56% False False 2,340
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 0.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.00
2.618 77.25
1.618 76.18
1.000 75.52
0.618 75.11
HIGH 74.45
0.618 74.04
0.500 73.92
0.382 73.79
LOW 73.38
0.618 72.72
1.000 72.31
1.618 71.65
2.618 70.58
4.250 68.83
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 74.15 74.16
PP 74.03 74.06
S1 73.92 73.95

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

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