NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 73.58 75.39 1.81 2.5% 71.73
High 74.78 76.13 1.35 1.8% 74.78
Low 73.58 75.37 1.79 2.4% 70.45
Close 74.40 75.77 1.37 1.8% 74.40
Range 1.20 0.76 -0.44 -36.7% 4.33
ATR 1.75 1.75 0.00 -0.1% 0.00
Volume 4,065 4,880 815 20.0% 19,753
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.04 77.66 76.19
R3 77.28 76.90 75.98
R2 76.52 76.52 75.91
R1 76.14 76.14 75.84 76.33
PP 75.76 75.76 75.76 75.85
S1 75.38 75.38 75.70 75.57
S2 75.00 75.00 75.63
S3 74.24 74.62 75.56
S4 73.48 73.86 75.35
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.20 84.63 76.78
R3 81.87 80.30 75.59
R2 77.54 77.54 75.19
R1 75.97 75.97 74.80 76.76
PP 73.21 73.21 73.21 73.60
S1 71.64 71.64 74.00 72.43
S2 68.88 68.88 73.61
S3 64.55 67.31 73.21
S4 60.22 62.98 72.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.13 71.19 4.94 6.5% 1.56 2.1% 93% True False 3,821
10 76.13 68.94 7.19 9.5% 1.68 2.2% 95% True False 4,369
20 76.13 68.38 7.75 10.2% 1.49 2.0% 95% True False 4,026
40 78.20 68.38 9.82 13.0% 1.25 1.7% 75% False False 3,234
60 79.10 68.38 10.72 14.1% 1.17 1.5% 69% False False 2,975
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.38
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 79.36
2.618 78.12
1.618 77.36
1.000 76.89
0.618 76.60
HIGH 76.13
0.618 75.84
0.500 75.75
0.382 75.66
LOW 75.37
0.618 74.90
1.000 74.61
1.618 74.14
2.618 73.38
4.250 72.14
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 75.76 75.18
PP 75.76 74.58
S1 75.75 73.99

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

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