NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 72.73 72.60 -0.13 -0.2% 70.57
High 73.66 73.95 0.29 0.4% 74.75
Low 72.73 71.85 -0.88 -1.2% 70.45
Close 73.62 73.65 0.03 0.0% 73.62
Range 0.93 2.10 1.17 125.8% 4.30
ATR 1.82 1.84 0.02 1.1% 0.00
Volume 3,938 1,333 -2,605 -66.2% 11,402
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 79.45 78.65 74.81
R3 77.35 76.55 74.23
R2 75.25 75.25 74.04
R1 74.45 74.45 73.84 74.85
PP 73.15 73.15 73.15 73.35
S1 72.35 72.35 73.46 72.75
S2 71.05 71.05 73.27
S3 68.95 70.25 73.07
S4 66.85 68.15 72.50
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% 1.89 2.6% 74% False False 2,112
10 75.55 70.06 5.49 7.5% 1.66 2.2% 65% False False 2,548
20 76.87 70.06 6.81 9.2% 1.58 2.1% 53% False False 2,779
40 79.76 70.06 9.70 13.2% 1.57 2.1% 37% False False 2,740
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.88
2.618 79.45
1.618 77.35
1.000 76.05
0.618 75.25
HIGH 73.95
0.618 73.15
0.500 72.90
0.382 72.65
LOW 71.85
0.618 70.55
1.000 69.75
1.618 68.45
2.618 66.35
4.250 62.93
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 73.40 73.53
PP 73.15 73.42
S1 72.90 73.30

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

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