NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 69.11 68.40 -0.71 -1.0% 72.33
High 69.48 69.37 -0.11 -0.2% 74.16
Low 68.38 68.40 0.02 0.0% 68.38
Close 68.62 69.31 0.69 1.0% 68.62
Range 1.10 0.97 -0.13 -11.8% 5.78
ATR 1.60 1.55 -0.04 -2.8% 0.00
Volume 7,451 7,976 525 7.0% 20,326
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 71.94 71.59 69.84
R3 70.97 70.62 69.58
R2 70.00 70.00 69.49
R1 69.65 69.65 69.40 69.83
PP 69.03 69.03 69.03 69.11
S1 68.68 68.68 69.22 68.86
S2 68.06 68.06 69.13
S3 67.09 67.71 69.04
S4 66.12 66.74 68.78
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 87.73 83.95 71.80
R3 81.95 78.17 70.21
R2 76.17 76.17 69.68
R1 72.39 72.39 69.15 71.39
PP 70.39 70.39 70.39 69.89
S1 66.61 66.61 68.09 65.61
S2 64.61 64.61 67.56
S3 58.83 60.83 67.03
S4 53.05 55.05 65.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.16 68.38 5.78 8.3% 1.78 2.6% 16% False False 5,189
10 75.49 68.38 7.11 10.3% 1.30 1.9% 13% False False 3,682
20 75.49 68.38 7.11 10.3% 1.21 1.8% 13% False False 3,182
40 79.10 68.38 10.72 15.5% 1.08 1.6% 9% False False 2,653
60 79.10 65.05 14.05 20.3% 0.98 1.4% 30% False False 2,580
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 73.49
2.618 71.91
1.618 70.94
1.000 70.34
0.618 69.97
HIGH 69.37
0.618 69.00
0.500 68.89
0.382 68.77
LOW 68.40
0.618 67.80
1.000 67.43
1.618 66.83
2.618 65.86
4.250 64.28
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 69.17 69.99
PP 69.03 69.76
S1 68.89 69.54

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

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