NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 73.26 72.75 -0.51 -0.7% 68.99
High 73.58 74.68 1.10 1.5% 73.62
Low 71.93 72.75 0.82 1.1% 68.99
Close 72.12 74.68 2.56 3.5% 72.69
Range 1.65 1.93 0.28 17.0% 4.63
ATR 1.38 1.47 0.08 6.1% 0.00
Volume 2,661 2,661 0 0.0% 20,230
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 79.83 79.18 75.74
R3 77.90 77.25 75.21
R2 75.97 75.97 75.03
R1 75.32 75.32 74.86 75.65
PP 74.04 74.04 74.04 74.20
S1 73.39 73.39 74.50 73.72
S2 72.11 72.11 74.33
S3 70.18 71.46 74.15
S4 68.25 69.53 73.62
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 74.68 71.93 2.75 3.7% 1.14 1.5% 100% True False 3,952
10 74.68 68.84 5.84 7.8% 1.28 1.7% 100% True False 3,967
20 75.85 68.84 7.01 9.4% 1.05 1.4% 83% False False 3,413
40 78.43 68.84 9.59 12.8% 0.84 1.1% 61% False False 2,839
60 79.61 68.50 11.11 14.9% 0.77 1.0% 56% False False 2,577
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 6 trading days
Fibonacci Retracements and Extensions
4.250 82.88
2.618 79.73
1.618 77.80
1.000 76.61
0.618 75.87
HIGH 74.68
0.618 73.94
0.500 73.72
0.382 73.49
LOW 72.75
0.618 71.56
1.000 70.82
1.618 69.63
2.618 67.70
4.250 64.55
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 74.36 74.22
PP 74.04 73.76
S1 73.72 73.31

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

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