NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 69.95 68.99 -0.96 -1.4% 73.22
High 69.95 70.50 0.55 0.8% 74.61
Low 68.84 68.99 0.15 0.2% 68.84
Close 69.26 69.92 0.66 1.0% 69.26
Range 1.11 1.51 0.40 36.0% 5.77
ATR 1.41 1.42 0.01 0.5% 0.00
Volume 5,736 5,031 -705 -12.3% 18,182
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 74.33 73.64 70.75
R3 72.82 72.13 70.34
R2 71.31 71.31 70.20
R1 70.62 70.62 70.06 70.97
PP 69.80 69.80 69.80 69.98
S1 69.11 69.11 69.78 69.46
S2 68.29 68.29 69.64
S3 66.78 67.60 69.50
S4 65.27 66.09 69.09
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 88.21 84.51 72.43
R3 82.44 78.74 70.85
R2 76.67 76.67 70.32
R1 72.97 72.97 69.79 71.94
PP 70.90 70.90 70.90 70.39
S1 67.20 67.20 68.73 66.17
S2 65.13 65.13 68.20
S3 59.36 61.43 67.67
S4 53.59 55.66 66.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.61 68.84 5.77 8.3% 1.40 2.0% 19% False False 4,110
10 75.85 68.84 7.01 10.0% 0.77 1.1% 15% False False 3,243
20 75.85 68.84 7.01 10.0% 0.80 1.1% 15% False False 2,965
40 79.61 68.84 10.77 15.4% 0.69 1.0% 10% False False 2,508
60 79.61 65.75 13.86 19.8% 0.69 1.0% 30% False False 2,329
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.92
2.618 74.45
1.618 72.94
1.000 72.01
0.618 71.43
HIGH 70.50
0.618 69.92
0.500 69.75
0.382 69.57
LOW 68.99
0.618 68.06
1.000 67.48
1.618 66.55
2.618 65.04
4.250 62.57
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 69.86 70.28
PP 69.80 70.16
S1 69.75 70.04

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

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