NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 75.84 77.56 1.72 2.3% 72.60
High 76.04 77.56 1.52 2.0% 76.04
Low 74.95 76.85 1.90 2.5% 71.85
Close 75.78 77.10 1.32 1.7% 75.78
Range 1.09 0.71 -0.38 -34.9% 4.19
ATR 1.83 1.83 0.00 -0.2% 0.00
Volume 3,146 1,286 -1,860 -59.1% 12,753
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 79.30 78.91 77.49
R3 78.59 78.20 77.30
R2 77.88 77.88 77.23
R1 77.49 77.49 77.17 77.33
PP 77.17 77.17 77.17 77.09
S1 76.78 76.78 77.03 76.62
S2 76.46 76.46 76.97
S3 75.75 76.07 76.90
S4 75.04 75.36 76.71
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 87.13 85.64 78.08
R3 82.94 81.45 76.93
R2 78.75 78.75 76.55
R1 77.26 77.26 76.16 78.01
PP 74.56 74.56 74.56 74.93
S1 73.07 73.07 75.40 73.82
S2 70.37 70.37 75.01
S3 66.18 68.88 74.63
S4 61.99 64.69 73.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.56 72.49 5.07 6.6% 1.56 2.0% 91% True False 2,541
10 77.56 70.45 7.11 9.2% 1.72 2.2% 94% True False 2,327
20 77.56 70.06 7.50 9.7% 1.53 2.0% 94% True False 2,409
40 79.61 70.06 9.55 12.4% 1.53 2.0% 74% False False 2,745
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.43
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 80.58
2.618 79.42
1.618 78.71
1.000 78.27
0.618 78.00
HIGH 77.56
0.618 77.29
0.500 77.21
0.382 77.12
LOW 76.85
0.618 76.41
1.000 76.14
1.618 75.70
2.618 74.99
4.250 73.83
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 77.21 76.48
PP 77.17 75.87
S1 77.14 75.25

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

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