NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 73.98 74.88 0.90 1.2% 71.41
High 73.98 74.88 0.90 1.2% 74.79
Low 73.98 74.36 0.38 0.5% 71.29
Close 74.00 74.40 0.40 0.5% 73.96
Range 0.00 0.52 0.52 3.50
ATR 1.18 1.16 -0.02 -1.8% 0.00
Volume 661 1,472 811 122.7% 5,746
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 76.11 75.77 74.69
R3 75.59 75.25 74.54
R2 75.07 75.07 74.50
R1 74.73 74.73 74.45 74.64
PP 74.55 74.55 74.55 74.50
S1 74.21 74.21 74.35 74.12
S2 74.03 74.03 74.30
S3 73.51 73.69 74.26
S4 72.99 73.17 74.11
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 83.85 82.40 75.89
R3 80.35 78.90 74.92
R2 76.85 76.85 74.60
R1 75.40 75.40 74.28 76.13
PP 73.35 73.35 73.35 73.71
S1 71.90 71.90 73.64 72.63
S2 69.85 69.85 73.32
S3 66.35 68.40 73.00
S4 62.85 64.90 72.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.88 71.93 2.95 4.0% 0.96 1.3% 84% True False 1,275
10 74.88 70.69 4.19 5.6% 0.77 1.0% 89% True False 1,543
20 77.10 70.69 6.41 8.6% 0.70 0.9% 58% False False 1,422
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.09
2.618 76.24
1.618 75.72
1.000 75.40
0.618 75.20
HIGH 74.88
0.618 74.68
0.500 74.62
0.382 74.56
LOW 74.36
0.618 74.04
1.000 73.84
1.618 73.52
2.618 73.00
4.250 72.15
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 74.62 74.36
PP 74.55 74.33
S1 74.47 74.29

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

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