NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 72.92 72.99 0.07 0.1% 69.68
High 73.40 73.63 0.23 0.3% 74.65
Low 72.00 71.32 -0.68 -0.9% 69.58
Close 73.21 73.24 0.03 0.0% 73.21
Range 1.40 2.31 0.91 65.0% 5.07
ATR 2.03 2.05 0.02 1.0% 0.00
Volume 17,016 11,106 -5,910 -34.7% 61,710
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 79.66 78.76 74.51
R3 77.35 76.45 73.88
R2 75.04 75.04 73.66
R1 74.14 74.14 73.45 74.59
PP 72.73 72.73 72.73 72.96
S1 71.83 71.83 73.03 72.28
S2 70.42 70.42 72.82
S3 68.11 69.52 72.60
S4 65.80 67.21 71.97
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 69.83 4.82 6.6% 2.11 2.9% 71% False False 12,153
10 75.29 69.40 5.89 8.0% 2.07 2.8% 65% False False 12,353
20 76.70 69.40 7.30 10.0% 2.02 2.8% 53% False False 11,782
40 79.39 69.40 9.99 13.6% 1.88 2.6% 38% False False 9,874
60 80.55 65.66 14.89 20.3% 1.87 2.6% 51% False False 9,596
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.45
2.618 79.68
1.618 77.37
1.000 75.94
0.618 75.06
HIGH 73.63
0.618 72.75
0.500 72.48
0.382 72.20
LOW 71.32
0.618 69.89
1.000 69.01
1.618 67.58
2.618 65.27
4.250 61.50
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 72.99 73.16
PP 72.73 73.07
S1 72.48 72.99

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

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