NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 70.75 73.25 2.50 3.5% 76.10
High 73.98 74.65 0.67 0.9% 76.10
Low 70.13 72.85 2.72 3.9% 69.40
Close 73.90 74.11 0.21 0.3% 69.88
Range 3.85 1.80 -2.05 -53.2% 6.70
ATR 2.04 2.02 -0.02 -0.8% 0.00
Volume 8,410 18,583 10,173 121.0% 57,022
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 79.27 78.49 75.10
R3 77.47 76.69 74.61
R2 75.67 75.67 74.44
R1 74.89 74.89 74.28 75.28
PP 73.87 73.87 73.87 74.07
S1 73.09 73.09 73.95 73.48
S2 72.07 72.07 73.78
S3 70.27 71.29 73.62
S4 68.47 69.49 73.12
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 74.65 69.40 5.25 7.1% 1.93 2.6% 90% True False 12,297
10 76.56 69.40 7.16 9.7% 2.09 2.8% 66% False False 10,847
20 76.70 69.40 7.30 9.9% 1.94 2.6% 65% False False 11,682
40 80.55 69.40 11.15 15.0% 1.87 2.5% 42% False False 9,711
60 80.55 65.66 14.89 20.1% 1.85 2.5% 57% False False 9,365
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.30
2.618 79.36
1.618 77.56
1.000 76.45
0.618 75.76
HIGH 74.65
0.618 73.96
0.500 73.75
0.382 73.54
LOW 72.85
0.618 71.74
1.000 71.05
1.618 69.94
2.618 68.14
4.250 65.20
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 73.99 73.49
PP 73.87 72.86
S1 73.75 72.24

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

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