NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 74.39 73.77 -0.62 -0.8% 70.57
High 74.48 75.81 1.33 1.8% 74.75
Low 72.49 72.94 0.45 0.6% 70.45
Close 73.00 75.53 2.53 3.5% 73.62
Range 1.99 2.87 0.88 44.2% 4.30
ATR 1.82 1.89 0.08 4.1% 0.00
Volume 2,758 2,758 0 0.0% 11,402
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 83.37 82.32 77.11
R3 80.50 79.45 76.32
R2 77.63 77.63 76.06
R1 76.58 76.58 75.79 77.11
PP 74.76 74.76 74.76 75.02
S1 73.71 73.71 75.27 74.24
S2 71.89 71.89 75.00
S3 69.02 70.84 74.74
S4 66.15 67.97 73.95
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 75.81 71.85 3.96 5.2% 1.80 2.4% 93% True False 2,709
10 75.81 70.06 5.75 7.6% 1.72 2.3% 95% True False 2,422
20 76.87 70.06 6.81 9.0% 1.64 2.2% 80% False False 2,392
40 79.76 70.06 9.70 12.8% 1.61 2.1% 56% False False 2,754
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 88.01
2.618 83.32
1.618 80.45
1.000 78.68
0.618 77.58
HIGH 75.81
0.618 74.71
0.500 74.38
0.382 74.04
LOW 72.94
0.618 71.17
1.000 70.07
1.618 68.30
2.618 65.43
4.250 60.74
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 75.15 75.07
PP 74.76 74.61
S1 74.38 74.15

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

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