NYMEX Light Sweet Crude Oil Future April 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 68.40 69.35 0.95 1.4% 72.33
High 69.37 69.74 0.37 0.5% 74.16
Low 68.40 68.94 0.54 0.8% 68.38
Close 69.31 69.22 -0.09 -0.1% 68.62
Range 0.97 0.80 -0.17 -17.5% 5.78
ATR 1.55 1.50 -0.05 -3.5% 0.00
Volume 7,976 3,152 -4,824 -60.5% 20,326
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 71.70 71.26 69.66
R3 70.90 70.46 69.44
R2 70.10 70.10 69.37
R1 69.66 69.66 69.29 69.48
PP 69.30 69.30 69.30 69.21
S1 68.86 68.86 69.15 68.68
S2 68.50 68.50 69.07
S3 67.70 68.06 69.00
S4 66.90 67.26 68.78
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 87.73 83.95 71.80
R3 81.95 78.17 70.21
R2 76.17 76.17 69.68
R1 72.39 72.39 69.15 71.39
PP 70.39 70.39 70.39 69.89
S1 66.61 66.61 68.09 65.61
S2 64.61 64.61 67.56
S3 58.83 60.83 67.03
S4 53.05 55.05 65.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.90 68.38 5.52 8.0% 1.65 2.4% 15% False False 4,991
10 75.49 68.38 7.11 10.3% 1.23 1.8% 12% False False 3,735
20 75.49 68.38 7.11 10.3% 1.16 1.7% 12% False False 3,214
40 79.10 68.38 10.72 15.5% 1.08 1.6% 8% False False 2,682
60 79.10 65.05 14.05 20.3% 0.98 1.4% 30% False False 2,604
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 73.14
2.618 71.83
1.618 71.03
1.000 70.54
0.618 70.23
HIGH 69.74
0.618 69.43
0.500 69.34
0.382 69.25
LOW 68.94
0.618 68.45
1.000 68.14
1.618 67.65
2.618 66.85
4.250 65.54
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 69.34 69.17
PP 69.30 69.11
S1 69.26 69.06

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

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