NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 69.35 70.03 0.68 1.0% 72.33
High 69.74 72.81 3.07 4.4% 74.16
Low 68.94 69.55 0.61 0.9% 68.38
Close 69.22 72.79 3.57 5.2% 68.62
Range 0.80 3.26 2.46 307.5% 5.78
ATR 1.50 1.65 0.15 10.0% 0.00
Volume 3,152 4,032 880 27.9% 20,326
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 81.50 80.40 74.58
R3 78.24 77.14 73.69
R2 74.98 74.98 73.39
R1 73.88 73.88 73.09 74.43
PP 71.72 71.72 71.72 71.99
S1 70.62 70.62 72.49 71.17
S2 68.46 68.46 72.19
S3 65.20 67.36 71.89
S4 61.94 64.10 71.00
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 72.81 68.38 4.43 6.1% 1.81 2.5% 100% True False 5,318
10 75.49 68.38 7.11 9.8% 1.41 1.9% 62% False False 3,958
20 75.49 68.38 7.11 9.8% 1.24 1.7% 62% False False 3,348
40 79.10 68.38 10.72 14.7% 1.15 1.6% 41% False False 2,730
60 79.10 65.05 14.05 19.3% 1.03 1.4% 55% False False 2,628
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 86.67
2.618 81.34
1.618 78.08
1.000 76.07
0.618 74.82
HIGH 72.81
0.618 71.56
0.500 71.18
0.382 70.80
LOW 69.55
0.618 67.54
1.000 66.29
1.618 64.28
2.618 61.02
4.250 55.70
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 72.25 72.06
PP 71.72 71.33
S1 71.18 70.61

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

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