NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 68.05 71.28 3.23 4.7% 74.16
High 71.80 72.50 0.70 1.0% 74.16
Low 67.75 70.38 2.63 3.9% 66.82
Close 71.71 72.07 0.36 0.5% 67.40
Range 4.05 2.12 -1.93 -47.7% 7.34
ATR 2.10 2.10 0.00 0.1% 0.00
Volume 10,381 13,223 2,842 27.4% 48,186
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.01 77.16 73.24
R3 75.89 75.04 72.65
R2 73.77 73.77 72.46
R1 72.92 72.92 72.26 73.35
PP 71.65 71.65 71.65 71.86
S1 70.80 70.80 71.88 71.23
S2 69.53 69.53 71.68
S3 67.41 68.68 71.49
S4 65.29 66.56 70.90
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 91.48 86.78 71.44
R3 84.14 79.44 69.42
R2 76.80 76.80 68.75
R1 72.10 72.10 68.07 70.78
PP 69.46 69.46 69.46 68.80
S1 64.76 64.76 66.73 63.44
S2 62.12 62.12 66.05
S3 54.78 57.42 65.38
S4 47.44 50.08 63.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.50 66.82 5.68 7.9% 2.15 3.0% 92% True False 12,608
10 74.47 66.82 7.65 10.6% 2.22 3.1% 69% False False 9,930
20 74.79 66.82 7.97 11.1% 1.98 2.7% 66% False False 8,301
40 78.00 66.82 11.18 15.5% 1.82 2.5% 47% False False 6,696
60 78.00 63.61 14.39 20.0% 1.66 2.3% 59% False False 6,068
80 78.00 63.61 14.39 20.0% 1.48 2.0% 59% False False 5,236
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.51
2.618 78.05
1.618 75.93
1.000 74.62
0.618 73.81
HIGH 72.50
0.618 71.69
0.500 71.44
0.382 71.19
LOW 70.38
0.618 69.07
1.000 68.26
1.618 66.95
2.618 64.83
4.250 61.37
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 71.86 71.35
PP 71.65 70.63
S1 71.44 69.92

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

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