NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 73.12 72.52 -0.60 -0.8% 68.40
High 73.12 74.60 1.48 2.0% 73.37
Low 71.19 71.85 0.66 0.9% 68.40
Close 71.66 74.22 2.56 3.6% 72.17
Range 1.93 2.75 0.82 42.5% 4.97
ATR 1.71 1.79 0.09 5.2% 0.00
Volume 3,387 3,387 0 0.0% 27,038
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 81.81 80.76 75.73
R3 79.06 78.01 74.98
R2 76.31 76.31 74.72
R1 75.26 75.26 74.47 75.79
PP 73.56 73.56 73.56 73.82
S1 72.51 72.51 73.97 73.04
S2 70.81 70.81 73.72
S3 68.06 69.76 73.46
S4 65.31 67.01 72.71
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 74.60 70.45 4.15 5.6% 1.87 2.5% 91% True False 4,359
10 74.60 68.38 6.22 8.4% 1.69 2.3% 94% True False 5,017
20 75.49 68.38 7.11 9.6% 1.55 2.1% 82% False False 3,932
40 78.20 68.38 9.82 13.2% 1.28 1.7% 59% False False 3,160
60 79.10 68.16 10.94 14.7% 1.15 1.6% 55% False False 2,871
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 86.29
2.618 81.80
1.618 79.05
1.000 77.35
0.618 76.30
HIGH 74.60
0.618 73.55
0.500 73.23
0.382 72.90
LOW 71.85
0.618 70.15
1.000 69.10
1.618 67.40
2.618 64.65
4.250 60.16
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 73.89 73.78
PP 73.56 73.34
S1 73.23 72.90

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

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