NYMEX Light Sweet Crude Oil Future August 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 74.23 73.98 -0.25 -0.3% 71.41
High 74.23 73.98 -0.25 -0.3% 74.79
Low 73.70 73.98 0.28 0.4% 71.29
Close 73.96 74.00 0.04 0.1% 73.96
Range 0.53 0.00 -0.53 -100.0% 3.50
ATR 1.27 1.18 -0.09 -7.0% 0.00
Volume 1,326 661 -665 -50.2% 5,746
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 73.99 73.99 74.00
R3 73.99 73.99 74.00
R2 73.99 73.99 74.00
R1 73.99 73.99 74.00 73.99
PP 73.99 73.99 73.99 73.99
S1 73.99 73.99 74.00 73.99
S2 73.99 73.99 74.00
S3 73.99 73.99 74.00
S4 73.99 73.99 74.00
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 83.85 82.40 75.89
R3 80.35 78.90 74.92
R2 76.85 76.85 74.60
R1 75.40 75.40 74.28 76.13
PP 73.35 73.35 73.35 73.71
S1 71.90 71.90 73.64 72.63
S2 69.85 69.85 73.32
S3 66.35 68.40 73.00
S4 62.85 64.90 72.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.79 71.29 3.50 4.7% 0.86 1.2% 77% False False 1,045
10 75.60 70.69 4.91 6.6% 0.74 1.0% 67% False False 1,531
20 77.10 70.69 6.41 8.7% 0.74 1.0% 52% False False 1,391
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 0.05
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 73.98
2.618 73.98
1.618 73.98
1.000 73.98
0.618 73.98
HIGH 73.98
0.618 73.98
0.500 73.98
0.382 73.98
LOW 73.98
0.618 73.98
1.000 73.98
1.618 73.98
2.618 73.98
4.250 73.98
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 73.99 74.25
PP 73.99 74.16
S1 73.98 74.08

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

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