NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 71.95 71.73 -0.22 -0.3% 68.40
High 72.21 72.56 0.35 0.5% 73.37
Low 70.82 70.45 -0.37 -0.5% 68.40
Close 72.17 72.24 0.07 0.1% 72.17
Range 1.39 2.11 0.72 51.8% 4.97
ATR 1.68 1.71 0.03 1.8% 0.00
Volume 6,108 5,527 -581 -9.5% 27,038
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.08 77.27 73.40
R3 75.97 75.16 72.82
R2 73.86 73.86 72.63
R1 73.05 73.05 72.43 73.46
PP 71.75 71.75 71.75 71.95
S1 70.94 70.94 72.05 71.35
S2 69.64 69.64 71.85
S3 67.53 68.83 71.66
S4 65.42 66.72 71.08
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.22 84.17 74.90
R3 81.25 79.20 73.54
R2 76.28 76.28 73.08
R1 74.23 74.23 72.63 75.26
PP 71.31 71.31 71.31 71.83
S1 69.26 69.26 71.71 70.29
S2 66.34 66.34 71.26
S3 61.37 64.29 70.80
S4 56.40 59.32 69.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.37 68.94 4.43 6.1% 1.79 2.5% 74% False False 4,917
10 74.16 68.38 5.78 8.0% 1.79 2.5% 67% False False 5,053
20 75.49 68.38 7.11 9.8% 1.41 1.9% 54% False False 3,768
40 78.20 68.38 9.82 13.6% 1.21 1.7% 39% False False 3,022
60 79.10 65.05 14.05 19.4% 1.07 1.5% 51% False False 2,822
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.53
2.618 78.08
1.618 75.97
1.000 74.67
0.618 73.86
HIGH 72.56
0.618 71.75
0.500 71.51
0.382 71.26
LOW 70.45
0.618 69.15
1.000 68.34
1.618 67.04
2.618 64.93
4.250 61.48
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 72.00 72.13
PP 71.75 72.02
S1 71.51 71.91

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

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