NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 76.11 77.40 1.29 1.7% 71.73
High 76.84 77.88 1.04 1.4% 74.78
Low 75.51 77.23 1.72 2.3% 70.45
Close 76.82 77.56 0.74 1.0% 74.40
Range 1.33 0.65 -0.68 -51.1% 4.33
ATR 1.72 1.67 -0.05 -2.7% 0.00
Volume 6,393 6,999 606 9.5% 19,753
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 79.51 79.18 77.92
R3 78.86 78.53 77.74
R2 78.21 78.21 77.68
R1 77.88 77.88 77.62 78.05
PP 77.56 77.56 77.56 77.64
S1 77.23 77.23 77.50 77.40
S2 76.91 76.91 77.44
S3 76.26 76.58 77.38
S4 75.61 75.93 77.20
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 77.88 71.85 6.03 7.8% 1.34 1.7% 95% True False 5,144
10 77.88 70.45 7.43 9.6% 1.47 1.9% 96% True False 4,990
20 77.88 68.38 9.50 12.2% 1.44 1.9% 97% True False 4,474
40 78.20 68.38 9.82 12.7% 1.26 1.6% 93% False False 3,477
60 79.10 68.38 10.72 13.8% 1.19 1.5% 86% False False 3,142
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 0.37
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 80.64
2.618 79.58
1.618 78.93
1.000 78.53
0.618 78.28
HIGH 77.88
0.618 77.63
0.500 77.56
0.382 77.48
LOW 77.23
0.618 76.83
1.000 76.58
1.618 76.18
2.618 75.53
4.250 74.47
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 77.56 77.25
PP 77.56 76.94
S1 77.56 76.63

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

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