NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 70.93 70.57 -0.36 -0.5% 74.67
High 71.04 71.39 0.35 0.5% 75.55
Low 70.06 70.57 0.51 0.7% 70.06
Close 70.37 71.01 0.64 0.9% 70.37
Range 0.98 0.82 -0.16 -16.3% 5.49
ATR 1.81 1.75 -0.06 -3.1% 0.00
Volume 3,219 2,171 -1,048 -32.6% 14,223
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 73.45 73.05 71.46
R3 72.63 72.23 71.24
R2 71.81 71.81 71.16
R1 71.41 71.41 71.09 71.61
PP 70.99 70.99 70.99 71.09
S1 70.59 70.59 70.93 70.79
S2 70.17 70.17 70.86
S3 69.35 69.77 70.78
S4 68.53 68.95 70.56
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 88.46 84.91 73.39
R3 82.97 79.42 71.88
R2 77.48 77.48 71.38
R1 73.93 73.93 70.87 72.96
PP 71.99 71.99 71.99 71.51
S1 68.44 68.44 69.87 67.47
S2 66.50 66.50 69.36
S3 61.01 62.95 68.86
S4 55.52 57.46 67.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.55 70.06 5.49 7.7% 1.42 2.0% 17% False False 2,983
10 76.87 70.06 6.81 9.6% 1.34 1.9% 14% False False 2,491
20 76.87 70.06 6.81 9.6% 1.45 2.0% 14% False False 3,166
40 80.84 70.06 10.78 15.2% 1.51 2.1% 9% False False 2,836
Crabel Price Patterns
NR True
NR4 True
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 0.10
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 74.88
2.618 73.54
1.618 72.72
1.000 72.21
0.618 71.90
HIGH 71.39
0.618 71.08
0.500 70.98
0.382 70.88
LOW 70.57
0.618 70.06
1.000 69.75
1.618 69.24
2.618 68.42
4.250 67.09
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 71.00 71.51
PP 70.99 71.34
S1 70.98 71.18

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

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