NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 73.86 73.26 -0.60 -0.8% 68.99
High 73.86 73.58 -0.28 -0.4% 73.62
Low 73.15 71.93 -1.22 -1.7% 68.99
Close 73.20 72.12 -1.08 -1.5% 72.69
Range 0.71 1.65 0.94 132.4% 4.63
ATR 1.36 1.38 0.02 1.5% 0.00
Volume 2,661 2,661 0 0.0% 20,230
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.49 76.46 73.03
R3 75.84 74.81 72.57
R2 74.19 74.19 72.42
R1 73.16 73.16 72.27 72.85
PP 72.54 72.54 72.54 72.39
S1 71.51 71.51 71.97 71.20
S2 70.89 70.89 71.82
S3 69.24 69.86 71.67
S4 67.59 68.21 71.21
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.66 83.80 75.24
R3 81.03 79.17 73.96
R2 76.40 76.40 73.54
R1 74.54 74.54 73.11 75.47
PP 71.77 71.77 71.77 72.23
S1 69.91 69.91 72.27 70.84
S2 67.14 67.14 71.84
S3 62.51 65.28 71.42
S4 57.88 60.65 70.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.86 71.93 1.93 2.7% 0.84 1.2% 10% False True 4,309
10 73.86 68.84 5.02 7.0% 1.31 1.8% 65% False False 4,120
20 75.85 68.84 7.01 9.7% 0.98 1.4% 47% False False 3,485
40 78.43 68.84 9.59 13.3% 0.80 1.1% 34% False False 2,805
60 79.61 67.39 12.22 16.9% 0.76 1.1% 39% False False 2,548
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 0.13
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 80.59
2.618 77.90
1.618 76.25
1.000 75.23
0.618 74.60
HIGH 73.58
0.618 72.95
0.500 72.76
0.382 72.56
LOW 71.93
0.618 70.91
1.000 70.28
1.618 69.26
2.618 67.61
4.250 64.92
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 72.76 72.90
PP 72.54 72.64
S1 72.33 72.38

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

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