NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 70.30 73.62 3.32 4.7% 73.22
High 73.35 73.62 0.27 0.4% 74.61
Low 69.30 73.21 3.91 5.6% 68.84
Close 73.35 73.62 0.27 0.4% 69.26
Range 4.05 0.41 -3.64 -89.9% 5.77
ATR 1.53 1.45 -0.08 -5.2% 0.00
Volume 2,597 4,445 1,848 71.2% 18,182
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 74.71 74.58 73.85
R3 74.30 74.17 73.73
R2 73.89 73.89 73.70
R1 73.76 73.76 73.66 73.83
PP 73.48 73.48 73.48 73.52
S1 73.35 73.35 73.58 73.42
S2 73.07 73.07 73.54
S3 72.66 72.94 73.51
S4 72.25 72.53 73.39
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 73.62 68.84 4.78 6.5% 1.42 1.9% 100% True False 3,983
10 75.38 68.84 6.54 8.9% 1.20 1.6% 73% False False 3,359
20 75.85 68.84 7.01 9.5% 0.87 1.2% 68% False False 3,082
40 79.44 68.84 10.60 14.4% 0.75 1.0% 45% False False 2,590
60 79.61 65.75 13.86 18.8% 0.71 1.0% 57% False False 2,419
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.36
2.618 74.69
1.618 74.28
1.000 74.03
0.618 73.87
HIGH 73.62
0.618 73.46
0.500 73.42
0.382 73.37
LOW 73.21
0.618 72.96
1.000 72.80
1.618 72.55
2.618 72.14
4.250 71.47
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 73.55 72.90
PP 73.48 72.18
S1 73.42 71.46

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

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