NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 76.06 77.77 1.71 2.2% 72.74
High 77.05 78.00 0.95 1.2% 75.09
Low 76.06 77.67 1.61 2.1% 71.93
Close 77.26 77.98 0.72 0.9% 74.89
Range 0.99 0.33 -0.66 -66.7% 3.16
ATR 1.42 1.37 -0.05 -3.4% 0.00
Volume 7,205 5,435 -1,770 -24.6% 16,866
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.87 78.76 78.16
R3 78.54 78.43 78.07
R2 78.21 78.21 78.04
R1 78.10 78.10 78.01 78.16
PP 77.88 77.88 77.88 77.91
S1 77.77 77.77 77.95 77.83
S2 77.55 77.55 77.92
S3 77.22 77.44 77.89
S4 76.89 77.11 77.80
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 83.45 82.33 76.63
R3 80.29 79.17 75.76
R2 77.13 77.13 75.47
R1 76.01 76.01 75.18 76.57
PP 73.97 73.97 73.97 74.25
S1 72.85 72.85 74.60 73.41
S2 70.81 70.81 74.31
S3 67.65 69.69 74.02
S4 64.49 66.53 73.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.00 72.75 5.25 6.7% 1.01 1.3% 100% True False 4,153
10 78.00 71.93 6.07 7.8% 0.92 1.2% 100% True False 4,231
20 78.00 68.84 9.16 11.7% 1.04 1.3% 100% True False 3,714
40 78.43 68.84 9.59 12.3% 0.76 1.0% 95% False False 3,069
60 79.61 68.84 10.77 13.8% 0.80 1.0% 85% False False 2,788
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.06
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 79.40
2.618 78.86
1.618 78.53
1.000 78.33
0.618 78.20
HIGH 78.00
0.618 77.87
0.500 77.84
0.382 77.80
LOW 77.67
0.618 77.47
1.000 77.34
1.618 77.14
2.618 76.81
4.250 76.27
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 77.93 77.61
PP 77.88 77.24
S1 77.84 76.88

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

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