NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 73.96 73.35 -0.61 -0.8% 69.68
High 74.25 75.41 1.16 1.6% 74.65
Low 71.98 72.65 0.67 0.9% 69.58
Close 72.59 75.14 2.55 3.5% 73.21
Range 2.27 2.76 0.49 21.6% 5.07
ATR 2.02 2.08 0.06 2.8% 0.00
Volume 13,890 12,408 -1,482 -10.7% 61,710
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 82.68 81.67 76.66
R3 79.92 78.91 75.90
R2 77.16 77.16 75.65
R1 76.15 76.15 75.39 76.66
PP 74.40 74.40 74.40 74.65
S1 73.39 73.39 74.89 73.90
S2 71.64 71.64 74.63
S3 68.88 70.63 74.38
S4 66.12 67.87 73.62
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 75.41 71.32 4.09 5.4% 2.01 2.7% 93% True False 13,163
10 75.41 69.40 6.01 8.0% 1.97 2.6% 96% True False 12,730
20 76.70 69.40 7.30 9.7% 2.03 2.7% 79% False False 11,417
40 79.39 69.40 9.99 13.3% 1.94 2.6% 57% False False 10,397
60 80.55 68.44 12.11 16.1% 1.88 2.5% 55% False False 9,915
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 87.14
2.618 82.64
1.618 79.88
1.000 78.17
0.618 77.12
HIGH 75.41
0.618 74.36
0.500 74.03
0.382 73.70
LOW 72.65
0.618 70.94
1.000 69.89
1.618 68.18
2.618 65.42
4.250 60.92
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 74.77 74.66
PP 74.40 74.18
S1 74.03 73.70

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

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