NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 73.09 72.74 -0.35 -0.5% 68.99
High 73.09 72.74 -0.35 -0.5% 73.62
Low 71.96 72.45 0.49 0.7% 68.99
Close 72.69 72.74 0.05 0.1% 72.69
Range 1.13 0.29 -0.84 -74.3% 4.63
ATR 1.47 1.38 -0.08 -5.7% 0.00
Volume 6,050 5,729 -321 -5.3% 20,230
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 73.51 73.42 72.90
R3 73.22 73.13 72.82
R2 72.93 72.93 72.79
R1 72.84 72.84 72.77 72.89
PP 72.64 72.64 72.64 72.67
S1 72.55 72.55 72.71 72.60
S2 72.35 72.35 72.69
S3 72.06 72.26 72.66
S4 71.77 71.97 72.58
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.66 83.80 75.24
R3 81.03 79.17 73.96
R2 76.40 76.40 73.54
R1 74.54 74.54 73.11 75.47
PP 71.77 71.77 71.77 72.23
S1 69.91 69.91 72.27 70.84
S2 67.14 67.14 71.84
S3 62.51 65.28 71.42
S4 57.88 60.65 70.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.62 69.30 4.32 5.9% 1.18 1.6% 80% False False 4,185
10 74.61 68.84 5.77 7.9% 1.29 1.8% 68% False False 4,148
20 75.85 68.84 7.01 9.6% 0.90 1.2% 56% False False 3,428
40 78.57 68.84 9.73 13.4% 0.76 1.0% 40% False False 2,737
60 79.61 65.75 13.86 19.1% 0.73 1.0% 50% False False 2,543
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 73.97
2.618 73.50
1.618 73.21
1.000 73.03
0.618 72.92
HIGH 72.74
0.618 72.63
0.500 72.60
0.382 72.56
LOW 72.45
0.618 72.27
1.000 72.16
1.618 71.98
2.618 71.69
4.250 71.22
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 72.69 72.79
PP 72.64 72.77
S1 72.60 72.76

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

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