NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 74.46 75.55 1.09 1.5% 71.13
High 75.70 76.51 0.81 1.1% 74.26
Low 74.26 75.22 0.96 1.3% 69.77
Close 75.32 76.38 1.06 1.4% 73.93
Range 1.44 1.29 -0.15 -10.4% 4.49
ATR 2.05 2.00 -0.05 -2.6% 0.00
Volume 8,169 8,032 -137 -1.7% 52,513
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 79.91 79.43 77.09
R3 78.62 78.14 76.73
R2 77.33 77.33 76.62
R1 76.85 76.85 76.50 77.09
PP 76.04 76.04 76.04 76.16
S1 75.56 75.56 76.26 75.80
S2 74.75 74.75 76.14
S3 73.46 74.27 76.03
S4 72.17 72.98 75.67
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.12 84.52 76.40
R3 81.63 80.03 75.16
R2 77.14 77.14 74.75
R1 75.54 75.54 74.34 76.34
PP 72.65 72.65 72.65 73.06
S1 71.05 71.05 73.52 71.85
S2 68.16 68.16 73.11
S3 63.67 66.56 72.70
S4 59.18 62.07 71.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.51 70.76 5.75 7.5% 1.88 2.5% 98% True False 9,648
10 76.51 68.28 8.23 10.8% 2.07 2.7% 98% True False 9,429
20 76.51 67.46 9.05 11.8% 1.86 2.4% 99% True False 8,085
40 77.78 67.46 10.32 13.5% 1.91 2.5% 86% False False 6,713
60 78.75 67.46 11.29 14.8% 1.77 2.3% 79% False False 5,795
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 0.45
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 81.99
2.618 79.89
1.618 78.60
1.000 77.80
0.618 77.31
HIGH 76.51
0.618 76.02
0.500 75.87
0.382 75.71
LOW 75.22
0.618 74.42
1.000 73.93
1.618 73.13
2.618 71.84
4.250 69.74
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 76.21 75.81
PP 76.04 75.23
S1 75.87 74.66

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

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