NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 68.27 68.63 0.36 0.5% 73.08
High 69.25 69.21 -0.04 -0.1% 73.81
Low 67.60 68.01 0.41 0.6% 67.46
Close 68.70 68.59 -0.11 -0.2% 67.99
Range 1.65 1.20 -0.45 -27.3% 6.35
ATR 1.98 1.93 -0.06 -2.8% 0.00
Volume 10,858 4,983 -5,875 -54.1% 33,017
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 72.20 71.60 69.25
R3 71.00 70.40 68.92
R2 69.80 69.80 68.81
R1 69.20 69.20 68.70 68.90
PP 68.60 68.60 68.60 68.46
S1 68.00 68.00 68.48 67.70
S2 67.40 67.40 68.37
S3 66.20 66.80 68.26
S4 65.00 65.60 67.93
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 88.80 84.75 71.48
R3 82.45 78.40 69.74
R2 76.10 76.10 69.15
R1 72.05 72.05 68.57 70.90
PP 69.75 69.75 69.75 69.18
S1 65.70 65.70 67.41 64.55
S2 63.40 63.40 66.83
S3 57.05 59.35 66.24
S4 50.70 53.00 64.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.52 67.46 6.06 8.8% 1.98 2.9% 19% False False 7,507
10 75.05 67.46 7.59 11.1% 1.66 2.4% 15% False False 6,741
20 75.05 67.46 7.59 11.1% 1.80 2.6% 15% False False 6,462
40 78.75 67.46 11.29 16.5% 1.75 2.6% 10% False False 5,252
60 78.75 64.26 14.49 21.1% 1.60 2.3% 30% False False 4,771
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.31
2.618 72.35
1.618 71.15
1.000 70.41
0.618 69.95
HIGH 69.21
0.618 68.75
0.500 68.61
0.382 68.47
LOW 68.01
0.618 67.27
1.000 66.81
1.618 66.07
2.618 64.87
4.250 62.91
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 68.61 68.51
PP 68.60 68.43
S1 68.60 68.36

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

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