NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 74.62 75.63 1.01 1.4% 72.99
High 75.70 77.21 1.51 2.0% 75.70
Low 74.30 75.63 1.33 1.8% 71.32
Close 75.37 76.71 1.34 1.8% 75.37
Range 1.40 1.58 0.18 12.9% 4.38
ATR 2.03 2.02 -0.01 -0.7% 0.00
Volume 11,794 8,657 -3,137 -26.6% 60,594
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 81.26 80.56 77.58
R3 79.68 78.98 77.14
R2 78.10 78.10 77.00
R1 77.40 77.40 76.85 77.75
PP 76.52 76.52 76.52 76.69
S1 75.82 75.82 76.57 76.17
S2 74.94 74.94 76.42
S3 73.36 74.24 76.28
S4 71.78 72.66 75.84
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 77.21 71.98 5.23 6.8% 1.86 2.4% 90% True False 11,629
10 77.21 69.83 7.38 9.6% 1.99 2.6% 93% True False 11,891
20 77.21 69.40 7.81 10.2% 1.96 2.6% 94% True False 11,203
40 79.24 69.40 9.84 12.8% 1.90 2.5% 74% False False 10,440
60 80.55 69.40 11.15 14.5% 1.86 2.4% 66% False False 9,987
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.93
2.618 81.35
1.618 79.77
1.000 78.79
0.618 78.19
HIGH 77.21
0.618 76.61
0.500 76.42
0.382 76.23
LOW 75.63
0.618 74.65
1.000 74.05
1.618 73.07
2.618 71.49
4.250 68.92
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 76.61 76.12
PP 76.52 75.52
S1 76.42 74.93

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

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