NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 70.03 72.55 2.52 3.6% 72.33
High 72.81 73.37 0.56 0.8% 74.16
Low 69.55 71.97 2.42 3.5% 68.38
Close 72.79 73.10 0.31 0.4% 68.62
Range 3.26 1.40 -1.86 -57.1% 5.78
ATR 1.65 1.63 -0.02 -1.1% 0.00
Volume 4,032 5,770 1,738 43.1% 20,326
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.01 76.46 73.87
R3 75.61 75.06 73.49
R2 74.21 74.21 73.36
R1 73.66 73.66 73.23 73.94
PP 72.81 72.81 72.81 72.95
S1 72.26 72.26 72.97 72.54
S2 71.41 71.41 72.84
S3 70.01 70.86 72.72
S4 68.61 69.46 72.33
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 73.37 68.38 4.99 6.8% 1.51 2.1% 95% True False 5,676
10 75.17 68.38 6.79 9.3% 1.51 2.1% 70% False False 4,348
20 75.49 68.38 7.11 9.7% 1.27 1.7% 66% False False 3,470
40 79.10 68.38 10.72 14.7% 1.16 1.6% 44% False False 2,839
60 79.10 65.05 14.05 19.2% 1.03 1.4% 57% False False 2,703
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.32
2.618 77.04
1.618 75.64
1.000 74.77
0.618 74.24
HIGH 73.37
0.618 72.84
0.500 72.67
0.382 72.50
LOW 71.97
0.618 71.10
1.000 70.57
1.618 69.70
2.618 68.30
4.250 66.02
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 72.96 72.45
PP 72.81 71.80
S1 72.67 71.16

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

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