NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 72.52 73.58 1.06 1.5% 71.73
High 74.60 74.78 0.18 0.2% 74.78
Low 71.85 73.58 1.73 2.4% 70.45
Close 74.22 74.40 0.18 0.2% 74.40
Range 2.75 1.20 -1.55 -56.4% 4.33
ATR 1.79 1.75 -0.04 -2.4% 0.00
Volume 3,387 4,065 678 20.0% 19,753
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.85 77.33 75.06
R3 76.65 76.13 74.73
R2 75.45 75.45 74.62
R1 74.93 74.93 74.51 75.19
PP 74.25 74.25 74.25 74.39
S1 73.73 73.73 74.29 73.99
S2 73.05 73.05 74.18
S3 71.85 72.53 74.07
S4 70.65 71.33 73.74
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.20 84.63 76.78
R3 81.87 80.30 75.59
R2 77.54 77.54 75.19
R1 75.97 75.97 74.80 76.76
PP 73.21 73.21 73.21 73.60
S1 71.64 71.64 74.00 72.43
S2 68.88 68.88 73.61
S3 64.55 67.31 73.21
S4 60.22 62.98 72.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.78 70.45 4.33 5.8% 1.83 2.5% 91% True False 3,950
10 74.78 68.40 6.38 8.6% 1.70 2.3% 94% True False 4,679
20 75.49 68.38 7.11 9.6% 1.47 2.0% 85% False False 3,993
40 78.20 68.38 9.82 13.2% 1.29 1.7% 61% False False 3,209
60 79.10 68.38 10.72 14.4% 1.16 1.6% 56% False False 2,918
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.88
2.618 77.92
1.618 76.72
1.000 75.98
0.618 75.52
HIGH 74.78
0.618 74.32
0.500 74.18
0.382 74.04
LOW 73.58
0.618 72.84
1.000 72.38
1.618 71.64
2.618 70.44
4.250 68.48
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 74.33 73.93
PP 74.25 73.46
S1 74.18 72.99

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

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