NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 75.75 76.06 0.31 0.4% 72.74
High 76.42 77.05 0.63 0.8% 75.09
Low 75.75 76.06 0.31 0.4% 71.93
Close 76.24 77.26 1.02 1.3% 74.89
Range 0.67 0.99 0.32 47.8% 3.16
ATR 1.45 1.42 -0.03 -2.3% 0.00
Volume 2,310 7,205 4,895 211.9% 16,866
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 79.76 79.50 77.80
R3 78.77 78.51 77.53
R2 77.78 77.78 77.44
R1 77.52 77.52 77.35 77.65
PP 76.79 76.79 76.79 76.86
S1 76.53 76.53 77.17 76.66
S2 75.80 75.80 77.08
S3 74.81 75.54 76.99
S4 73.82 74.55 76.72
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 83.45 82.33 76.63
R3 80.29 79.17 75.76
R2 77.13 77.13 75.47
R1 76.01 76.01 75.18 76.57
PP 73.97 73.97 73.97 74.25
S1 72.85 72.85 74.60 73.41
S2 70.81 70.81 74.31
S3 67.65 69.69 74.02
S4 64.49 66.53 73.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.05 71.93 5.12 6.6% 1.27 1.6% 104% True False 3,598
10 77.05 69.30 7.75 10.0% 1.30 1.7% 103% True False 3,947
20 77.05 68.84 8.21 10.6% 1.03 1.3% 103% True False 3,551
40 78.43 68.84 9.59 12.4% 0.80 1.0% 88% False False 2,985
60 79.61 68.84 10.77 13.9% 0.80 1.0% 78% False False 2,727
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.26
2.618 79.64
1.618 78.65
1.000 78.04
0.618 77.66
HIGH 77.05
0.618 76.67
0.500 76.56
0.382 76.44
LOW 76.06
0.618 75.45
1.000 75.07
1.618 74.46
2.618 73.47
4.250 71.85
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 77.03 76.68
PP 76.79 76.09
S1 76.56 75.51

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

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