NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 74.28 73.96 -0.32 -0.4% 69.68
High 74.65 74.25 -0.40 -0.5% 74.65
Low 73.35 71.98 -1.37 -1.9% 69.58
Close 73.67 72.59 -1.08 -1.5% 73.21
Range 1.30 2.27 0.97 74.6% 5.07
ATR 2.00 2.02 0.02 1.0% 0.00
Volume 11,396 13,890 2,494 21.9% 61,710
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 79.75 78.44 73.84
R3 77.48 76.17 73.21
R2 75.21 75.21 73.01
R1 73.90 73.90 72.80 73.42
PP 72.94 72.94 72.94 72.70
S1 71.63 71.63 72.38 71.15
S2 70.67 70.67 72.17
S3 68.40 69.36 71.97
S4 66.13 67.09 71.34
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 71.32 3.33 4.6% 1.82 2.5% 38% False False 14,398
10 74.65 69.40 5.25 7.2% 1.98 2.7% 61% False False 12,819
20 76.70 69.40 7.30 10.1% 1.96 2.7% 44% False False 11,991
40 79.39 69.40 9.99 13.8% 1.90 2.6% 32% False False 10,206
60 80.55 66.69 13.86 19.1% 1.88 2.6% 43% False False 9,788
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.90
2.618 80.19
1.618 77.92
1.000 76.52
0.618 75.65
HIGH 74.25
0.618 73.38
0.500 73.12
0.382 72.85
LOW 71.98
0.618 70.58
1.000 69.71
1.618 68.31
2.618 66.04
4.250 62.33
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 73.12 72.99
PP 72.94 72.85
S1 72.77 72.72

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

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