NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 74.88 74.82 -0.06 -0.1% 71.41
High 74.88 74.82 -0.06 -0.1% 74.79
Low 74.36 73.35 -1.01 -1.4% 71.29
Close 74.40 73.36 -1.04 -1.4% 73.96
Range 0.52 1.47 0.95 182.7% 3.50
ATR 1.16 1.18 0.02 1.9% 0.00
Volume 1,472 1,472 0 0.0% 5,746
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.25 77.28 74.17
R3 76.78 75.81 73.76
R2 75.31 75.31 73.63
R1 74.34 74.34 73.49 74.09
PP 73.84 73.84 73.84 73.72
S1 72.87 72.87 73.23 72.62
S2 72.37 72.37 73.09
S3 70.90 71.40 72.96
S4 69.43 69.93 72.55
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 73.35 1.53 2.1% 0.70 1.0% 1% False True 1,322
10 74.88 70.69 4.19 5.7% 0.74 1.0% 64% False False 1,518
20 77.10 70.69 6.41 8.7% 0.74 1.0% 42% False False 1,457
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 0.04
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.07
2.618 78.67
1.618 77.20
1.000 76.29
0.618 75.73
HIGH 74.82
0.618 74.26
0.500 74.09
0.382 73.91
LOW 73.35
0.618 72.44
1.000 71.88
1.618 70.97
2.618 69.50
4.250 67.10
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 74.09 74.12
PP 73.84 73.86
S1 73.60 73.61

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

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