NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 70.59 70.75 0.16 0.2% 76.10
High 71.01 73.98 2.97 4.2% 76.10
Low 69.83 70.13 0.30 0.4% 69.40
Close 70.45 73.90 3.45 4.9% 69.88
Range 1.18 3.85 2.67 226.3% 6.70
ATR 1.90 2.04 0.14 7.3% 0.00
Volume 5,652 8,410 2,758 48.8% 57,022
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 84.22 82.91 76.02
R3 80.37 79.06 74.96
R2 76.52 76.52 74.61
R1 75.21 75.21 74.25 75.87
PP 72.67 72.67 72.67 73.00
S1 71.36 71.36 73.55 72.02
S2 68.82 68.82 73.19
S3 64.97 67.51 72.84
S4 61.12 63.66 71.78
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 91.89 87.59 73.57
R3 85.19 80.89 71.72
R2 78.49 78.49 71.11
R1 74.19 74.19 70.49 72.99
PP 71.79 71.79 71.79 71.20
S1 67.49 67.49 69.27 66.29
S2 65.09 65.09 68.65
S3 58.39 60.79 68.04
S4 51.69 54.09 66.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.98 69.40 4.58 6.2% 2.15 2.9% 98% True False 11,241
10 76.70 69.40 7.30 9.9% 2.03 2.8% 62% False False 10,298
20 76.70 69.40 7.30 9.9% 1.92 2.6% 62% False False 11,064
40 80.55 69.40 11.15 15.1% 1.87 2.5% 40% False False 9,530
60 80.55 65.66 14.89 20.1% 1.85 2.5% 55% False False 9,133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 90.34
2.618 84.06
1.618 80.21
1.000 77.83
0.618 76.36
HIGH 73.98
0.618 72.51
0.500 72.06
0.382 71.60
LOW 70.13
0.618 67.75
1.000 66.28
1.618 63.90
2.618 60.05
4.250 53.77
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 73.29 73.19
PP 72.67 72.49
S1 72.06 71.78

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

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