NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 70.56 69.68 -0.88 -1.2% 76.10
High 70.70 71.10 0.40 0.6% 76.10
Low 69.40 69.58 0.18 0.3% 69.40
Close 69.88 70.53 0.65 0.9% 69.88
Range 1.30 1.52 0.22 16.9% 6.70
ATR 1.99 1.95 -0.03 -1.7% 0.00
Volume 16,793 12,049 -4,744 -28.2% 57,022
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 74.96 74.27 71.37
R3 73.44 72.75 70.95
R2 71.92 71.92 70.81
R1 71.23 71.23 70.67 71.58
PP 70.40 70.40 70.40 70.58
S1 69.71 69.71 70.39 70.06
S2 68.88 68.88 70.25
S3 67.36 68.19 70.11
S4 65.84 66.67 69.69
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 91.89 87.59 73.57
R3 85.19 80.89 71.72
R2 78.49 78.49 71.11
R1 74.19 74.19 70.49 72.99
PP 71.79 71.79 71.79 71.20
S1 67.49 67.49 69.27 66.29
S2 65.09 65.09 68.65
S3 58.39 60.79 68.04
S4 51.69 54.09 66.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.29 69.40 5.89 8.4% 2.04 2.9% 19% False False 12,553
10 76.70 69.40 7.30 10.4% 1.93 2.7% 15% False False 10,515
20 76.70 69.40 7.30 10.4% 1.89 2.7% 15% False False 11,095
40 80.55 69.40 11.15 15.8% 1.82 2.6% 10% False False 10,016
60 80.55 65.66 14.89 21.1% 1.80 2.6% 33% False False 9,070
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.56
2.618 75.08
1.618 73.56
1.000 72.62
0.618 72.04
HIGH 71.10
0.618 70.52
0.500 70.34
0.382 70.16
LOW 69.58
0.618 68.64
1.000 68.06
1.618 67.12
2.618 65.60
4.250 63.12
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 70.47 71.09
PP 70.40 70.90
S1 70.34 70.72

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

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