NYMEX Light Sweet Crude Oil Future April 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 73.11 73.12 0.01 0.0% 68.40
High 73.68 73.12 -0.56 -0.8% 73.37
Low 72.51 71.19 -1.32 -1.8% 68.40
Close 72.74 71.66 -1.08 -1.5% 72.17
Range 1.17 1.93 0.76 65.0% 4.97
ATR 1.69 1.71 0.02 1.0% 0.00
Volume 3,387 3,387 0 0.0% 27,038
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.78 76.65 72.72
R3 75.85 74.72 72.19
R2 73.92 73.92 72.01
R1 72.79 72.79 71.84 72.39
PP 71.99 71.99 71.99 71.79
S1 70.86 70.86 71.48 70.46
S2 70.06 70.06 71.31
S3 68.13 68.93 71.13
S4 66.20 67.00 70.60
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.22 84.17 74.90
R3 81.25 79.20 73.54
R2 76.28 76.28 73.08
R1 74.23 74.23 72.63 75.26
PP 71.31 71.31 71.31 71.83
S1 69.26 69.26 71.71 70.29
S2 66.34 66.34 71.26
S3 61.37 64.29 70.80
S4 56.40 59.32 69.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.68 70.45 3.23 4.5% 1.60 2.2% 37% False False 4,835
10 73.68 68.38 5.30 7.4% 1.71 2.4% 62% False False 5,077
20 75.49 68.38 7.11 9.9% 1.46 2.0% 46% False False 3,955
40 78.20 68.38 9.82 13.7% 1.23 1.7% 33% False False 3,128
60 79.10 67.19 11.91 16.6% 1.12 1.6% 38% False False 2,833
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.32
2.618 78.17
1.618 76.24
1.000 75.05
0.618 74.31
HIGH 73.12
0.618 72.38
0.500 72.16
0.382 71.93
LOW 71.19
0.618 70.00
1.000 69.26
1.618 68.07
2.618 66.14
4.250 62.99
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 72.16 72.07
PP 71.99 71.93
S1 71.83 71.80

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

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