NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 69.63 70.30 0.67 1.0% 73.22
High 69.63 73.35 3.72 5.3% 74.61
Low 69.63 69.30 -0.33 -0.5% 68.84
Close 69.84 73.35 3.51 5.0% 69.26
Range 0.00 4.05 4.05 5.77
ATR 1.34 1.53 0.19 14.5% 0.00
Volume 2,107 2,597 490 23.3% 18,182
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 84.15 82.80 75.58
R3 80.10 78.75 74.46
R2 76.05 76.05 74.09
R1 74.70 74.70 73.72 75.38
PP 72.00 72.00 72.00 72.34
S1 70.65 70.65 72.98 71.33
S2 67.95 67.95 72.61
S3 63.90 66.60 72.24
S4 59.85 62.55 71.12
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 73.35 68.84 4.51 6.1% 1.79 2.4% 100% True False 3,932
10 75.85 68.84 7.01 9.6% 1.16 1.6% 64% False False 3,197
20 75.85 68.84 7.01 9.6% 0.88 1.2% 64% False False 3,003
40 79.61 68.84 10.77 14.7% 0.76 1.0% 42% False False 2,522
60 79.61 65.75 13.86 18.9% 0.72 1.0% 55% False False 2,366
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 90.56
2.618 83.95
1.618 79.90
1.000 77.40
0.618 75.85
HIGH 73.35
0.618 71.80
0.500 71.33
0.382 70.85
LOW 69.30
0.618 66.80
1.000 65.25
1.618 62.75
2.618 58.70
4.250 52.09
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 72.68 72.62
PP 72.00 71.90
S1 71.33 71.17

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

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