NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 72.99 74.28 1.29 1.8% 69.68
High 73.63 74.65 1.02 1.4% 74.65
Low 71.32 73.35 2.03 2.8% 69.58
Close 73.24 73.67 0.43 0.6% 73.21
Range 2.31 1.30 -1.01 -43.7% 5.07
ATR 2.05 2.00 -0.05 -2.2% 0.00
Volume 11,106 11,396 290 2.6% 61,710
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.79 77.03 74.39
R3 76.49 75.73 74.03
R2 75.19 75.19 73.91
R1 74.43 74.43 73.79 74.16
PP 73.89 73.89 73.89 73.76
S1 73.13 73.13 73.55 72.86
S2 72.59 72.59 73.43
S3 71.29 71.83 73.31
S4 69.99 70.53 72.96
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 70.13 4.52 6.1% 2.13 2.9% 78% True False 13,302
10 75.03 69.40 5.63 7.6% 2.03 2.8% 76% False False 12,538
20 76.70 69.40 7.30 9.9% 1.90 2.6% 58% False False 11,971
40 79.39 69.40 9.99 13.6% 1.89 2.6% 43% False False 9,981
60 80.55 66.35 14.20 19.3% 1.87 2.5% 52% False False 9,697
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.35
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 80.18
2.618 78.05
1.618 76.75
1.000 75.95
0.618 75.45
HIGH 74.65
0.618 74.15
0.500 74.00
0.382 73.85
LOW 73.35
0.618 72.55
1.000 72.05
1.618 71.25
2.618 69.95
4.250 67.83
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 74.00 73.44
PP 73.89 73.21
S1 73.78 72.99

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

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