NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 74.45 72.73 -1.72 -2.3% 70.57
High 74.75 73.66 -1.09 -1.5% 74.75
Low 73.25 72.73 -0.52 -0.7% 70.45
Close 74.50 73.62 -0.88 -1.2% 73.62
Range 1.50 0.93 -0.57 -38.0% 4.30
ATR 1.83 1.82 0.00 -0.2% 0.00
Volume 2,651 3,938 1,287 48.5% 11,402
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 76.13 75.80 74.13
R3 75.20 74.87 73.88
R2 74.27 74.27 73.79
R1 73.94 73.94 73.71 74.11
PP 73.34 73.34 73.34 73.42
S1 73.01 73.01 73.53 73.18
S2 72.41 72.41 73.45
S3 71.48 72.08 73.36
S4 70.55 71.15 73.11
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.84 84.03 75.99
R3 81.54 79.73 74.80
R2 77.24 77.24 74.41
R1 75.43 75.43 74.01 76.34
PP 72.94 72.94 72.94 73.39
S1 71.13 71.13 73.23 72.04
S2 68.64 68.64 72.83
S3 64.34 66.83 72.44
S4 60.04 62.53 71.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.75 70.45 4.30 5.8% 1.63 2.2% 74% False False 2,280
10 75.55 70.06 5.49 7.5% 1.56 2.1% 65% False False 2,562
20 76.87 70.06 6.81 9.3% 1.52 2.1% 52% False False 2,983
40 80.51 70.06 10.45 14.2% 1.56 2.1% 34% False False 2,768
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 0.22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 77.61
2.618 76.09
1.618 75.16
1.000 74.59
0.618 74.23
HIGH 73.66
0.618 73.30
0.500 73.20
0.382 73.09
LOW 72.73
0.618 72.16
1.000 71.80
1.618 71.23
2.618 70.30
4.250 68.78
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 73.48 73.28
PP 73.34 72.94
S1 73.20 72.61

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

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