NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 70.57 71.05 0.48 0.7% 74.67
High 71.39 71.50 0.11 0.2% 75.55
Low 70.57 70.45 -0.12 -0.2% 70.06
Close 71.01 70.93 -0.08 -0.1% 70.37
Range 0.82 1.05 0.23 28.0% 5.49
ATR 1.75 1.70 -0.05 -2.9% 0.00
Volume 2,171 459 -1,712 -78.9% 14,223
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 74.11 73.57 71.51
R3 73.06 72.52 71.22
R2 72.01 72.01 71.12
R1 71.47 71.47 71.03 71.22
PP 70.96 70.96 70.96 70.83
S1 70.42 70.42 70.83 70.17
S2 69.91 69.91 70.74
S3 68.86 69.37 70.64
S4 67.81 68.32 70.35
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 74.66 70.06 4.60 6.5% 1.48 2.1% 19% False False 2,517
10 76.87 70.06 6.81 9.6% 1.24 1.7% 13% False False 2,252
20 76.87 70.06 6.81 9.6% 1.45 2.0% 13% False False 3,114
40 80.84 70.06 10.78 15.2% 1.52 2.1% 8% False False 2,768
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 75.96
2.618 74.25
1.618 73.20
1.000 72.55
0.618 72.15
HIGH 71.50
0.618 71.10
0.500 70.98
0.382 70.85
LOW 70.45
0.618 69.80
1.000 69.40
1.618 68.75
2.618 67.70
4.250 65.99
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 70.98 70.88
PP 70.96 70.83
S1 70.95 70.78

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

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