NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 71.73 73.11 1.38 1.9% 68.40
High 72.56 73.68 1.12 1.5% 73.37
Low 70.45 72.51 2.06 2.9% 68.40
Close 72.24 72.74 0.50 0.7% 72.17
Range 2.11 1.17 -0.94 -44.5% 4.97
ATR 1.71 1.69 -0.02 -1.1% 0.00
Volume 5,527 3,387 -2,140 -38.7% 27,038
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 76.49 75.78 73.38
R3 75.32 74.61 73.06
R2 74.15 74.15 72.95
R1 73.44 73.44 72.85 73.21
PP 72.98 72.98 72.98 72.86
S1 72.27 72.27 72.63 72.04
S2 71.81 71.81 72.53
S3 70.64 71.10 72.42
S4 69.47 69.93 72.10
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 73.68 69.55 4.13 5.7% 1.87 2.6% 77% True False 4,964
10 73.90 68.38 5.52 7.6% 1.76 2.4% 79% False False 4,978
20 75.49 68.38 7.11 9.8% 1.40 1.9% 61% False False 3,860
40 78.20 68.38 9.82 13.5% 1.23 1.7% 44% False False 3,071
60 79.10 65.71 13.39 18.4% 1.09 1.5% 53% False False 2,815
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.35
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 78.65
2.618 76.74
1.618 75.57
1.000 74.85
0.618 74.40
HIGH 73.68
0.618 73.23
0.500 73.10
0.382 72.96
LOW 72.51
0.618 71.79
1.000 71.34
1.618 70.62
2.618 69.45
4.250 67.54
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 73.10 72.52
PP 72.98 72.29
S1 72.86 72.07

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

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