NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 73.35 74.62 1.27 1.7% 72.99
High 75.41 75.70 0.29 0.4% 75.70
Low 72.65 74.30 1.65 2.3% 71.32
Close 75.14 75.37 0.23 0.3% 75.37
Range 2.76 1.40 -1.36 -49.3% 4.38
ATR 2.08 2.03 -0.05 -2.3% 0.00
Volume 12,408 11,794 -614 -4.9% 60,594
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 79.32 78.75 76.14
R3 77.92 77.35 75.76
R2 76.52 76.52 75.63
R1 75.95 75.95 75.50 76.24
PP 75.12 75.12 75.12 75.27
S1 74.55 74.55 75.24 74.84
S2 73.72 73.72 75.11
S3 72.32 73.15 74.99
S4 70.92 71.75 74.60
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 87.27 85.70 77.78
R3 82.89 81.32 76.57
R2 78.51 78.51 76.17
R1 76.94 76.94 75.77 77.73
PP 74.13 74.13 74.13 74.52
S1 72.56 72.56 74.97 73.35
S2 69.75 69.75 74.57
S3 65.37 68.18 74.17
S4 60.99 63.80 72.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.70 71.32 4.38 5.8% 2.01 2.7% 92% True False 12,118
10 75.70 69.58 6.12 8.1% 1.98 2.6% 95% True False 12,230
20 76.70 69.40 7.30 9.7% 1.93 2.6% 82% False False 11,416
40 79.24 69.40 9.84 13.1% 1.94 2.6% 61% False False 10,498
60 80.55 69.40 11.15 14.8% 1.88 2.5% 54% False False 10,015
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 0.43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.65
2.618 79.37
1.618 77.97
1.000 77.10
0.618 76.57
HIGH 75.70
0.618 75.17
0.500 75.00
0.382 74.83
LOW 74.30
0.618 73.43
1.000 72.90
1.618 72.03
2.618 70.63
4.250 68.35
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 75.25 74.86
PP 75.12 74.35
S1 75.00 73.84

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

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