NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 77.40 77.50 0.10 0.1% 71.73
High 77.88 80.10 2.22 2.9% 74.78
Low 77.23 77.50 0.27 0.3% 70.45
Close 77.56 79.98 2.42 3.1% 74.40
Range 0.65 2.60 1.95 300.0% 4.33
ATR 1.67 1.74 0.07 4.0% 0.00
Volume 6,999 6,907 -92 -1.3% 19,753
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.99 86.09 81.41
R3 84.39 83.49 80.70
R2 81.79 81.79 80.46
R1 80.89 80.89 80.22 81.34
PP 79.19 79.19 79.19 79.42
S1 78.29 78.29 79.74 78.74
S2 76.59 76.59 79.50
S3 73.99 75.69 79.27
S4 71.39 73.09 78.55
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 80.10 73.58 6.52 8.2% 1.31 1.6% 98% True False 5,848
10 80.10 70.45 9.65 12.1% 1.59 2.0% 99% True False 5,104
20 80.10 68.38 11.72 14.7% 1.55 1.9% 99% True False 4,726
40 80.10 68.38 11.72 14.7% 1.25 1.6% 99% True False 3,606
60 80.10 68.38 11.72 14.7% 1.22 1.5% 99% True False 3,201
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 91.15
2.618 86.91
1.618 84.31
1.000 82.70
0.618 81.71
HIGH 80.10
0.618 79.11
0.500 78.80
0.382 78.49
LOW 77.50
0.618 75.89
1.000 74.90
1.618 73.29
2.618 70.69
4.250 66.45
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 79.59 79.26
PP 79.19 78.53
S1 78.80 77.81

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

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