NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 69.68 70.59 0.91 1.3% 76.10
High 71.10 71.01 -0.09 -0.1% 76.10
Low 69.58 69.83 0.25 0.4% 69.40
Close 70.53 70.45 -0.08 -0.1% 69.88
Range 1.52 1.18 -0.34 -22.4% 6.70
ATR 1.95 1.90 -0.06 -2.8% 0.00
Volume 12,049 5,652 -6,397 -53.1% 57,022
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 73.97 73.39 71.10
R3 72.79 72.21 70.77
R2 71.61 71.61 70.67
R1 71.03 71.03 70.56 70.73
PP 70.43 70.43 70.43 70.28
S1 69.85 69.85 70.34 69.55
S2 69.25 69.25 70.23
S3 68.07 68.67 70.13
S4 66.89 67.49 69.80
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 75.03 69.40 5.63 8.0% 1.94 2.7% 19% False False 11,774
10 76.70 69.40 7.30 10.4% 1.84 2.6% 14% False False 10,189
20 76.70 69.40 7.30 10.4% 1.87 2.7% 14% False False 10,938
40 80.55 69.40 11.15 15.8% 1.81 2.6% 9% False False 9,709
60 80.55 65.66 14.89 21.1% 1.80 2.6% 32% False False 9,072
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 76.03
2.618 74.10
1.618 72.92
1.000 72.19
0.618 71.74
HIGH 71.01
0.618 70.56
0.500 70.42
0.382 70.28
LOW 69.83
0.618 69.10
1.000 68.65
1.618 67.92
2.618 66.74
4.250 64.82
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 70.44 70.38
PP 70.43 70.32
S1 70.42 70.25

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

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