NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 73.25 72.92 -0.33 -0.5% 69.68
High 74.65 73.40 -1.25 -1.7% 74.65
Low 72.85 72.00 -0.85 -1.2% 69.58
Close 74.11 73.21 -0.90 -1.2% 73.21
Range 1.80 1.40 -0.40 -22.2% 5.07
ATR 2.02 2.03 0.01 0.3% 0.00
Volume 18,583 17,016 -1,567 -8.4% 61,710
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.07 76.54 73.98
R3 75.67 75.14 73.60
R2 74.27 74.27 73.47
R1 73.74 73.74 73.34 74.01
PP 72.87 72.87 72.87 73.00
S1 72.34 72.34 73.08 72.61
S2 71.47 71.47 72.95
S3 70.07 70.94 72.83
S4 68.67 69.54 72.44
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 87.69 85.52 76.00
R3 82.62 80.45 74.60
R2 77.55 77.55 74.14
R1 75.38 75.38 73.67 76.47
PP 72.48 72.48 72.48 73.02
S1 70.31 70.31 72.75 71.40
S2 67.41 67.41 72.28
S3 62.34 65.24 71.82
S4 57.27 60.17 70.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.65 69.58 5.07 6.9% 1.95 2.7% 72% False False 12,342
10 76.10 69.40 6.70 9.2% 2.15 2.9% 57% False False 11,873
20 76.70 69.40 7.30 10.0% 1.96 2.7% 52% False False 11,703
40 80.14 69.40 10.74 14.7% 1.87 2.6% 35% False False 9,898
60 80.55 65.66 14.89 20.3% 1.85 2.5% 51% False False 9,494
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 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.35
2.618 77.07
1.618 75.67
1.000 74.80
0.618 74.27
HIGH 73.40
0.618 72.87
0.500 72.70
0.382 72.53
LOW 72.00
0.618 71.13
1.000 70.60
1.618 69.73
2.618 68.33
4.250 66.05
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 73.04 72.94
PP 72.87 72.66
S1 72.70 72.39

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

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