NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 78.30 78.80 0.50 0.6% 72.99
High 78.74 81.09 2.35 3.0% 75.70
Low 77.74 78.20 0.46 0.6% 71.32
Close 78.40 80.74 2.34 3.0% 75.37
Range 1.00 2.89 1.89 189.0% 4.38
ATR 1.91 1.98 0.07 3.7% 0.00
Volume 13,336 15,101 1,765 13.2% 60,594
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 88.68 87.60 82.33
R3 85.79 84.71 81.53
R2 82.90 82.90 81.27
R1 81.82 81.82 81.00 82.36
PP 80.01 80.01 80.01 80.28
S1 78.93 78.93 80.48 79.47
S2 77.12 77.12 80.21
S3 74.23 76.04 79.95
S4 71.34 73.15 79.15
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 81.09 74.30 6.79 8.4% 1.66 2.1% 95% True False 12,550
10 81.09 71.32 9.77 12.1% 1.84 2.3% 96% True False 12,856
20 81.09 69.40 11.69 14.5% 1.97 2.4% 97% True False 11,852
40 81.09 69.40 11.69 14.5% 1.86 2.3% 97% True False 10,992
60 81.09 69.40 11.69 14.5% 1.87 2.3% 97% True False 10,404
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 93.37
2.618 88.66
1.618 85.77
1.000 83.98
0.618 82.88
HIGH 81.09
0.618 79.99
0.500 79.65
0.382 79.30
LOW 78.20
0.618 76.41
1.000 75.31
1.618 73.52
2.618 70.63
4.250 65.92
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 80.38 80.08
PP 80.01 79.43
S1 79.65 78.77

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

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