NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 68.19 67.87 -0.32 -0.5% 71.00
High 69.70 71.79 2.09 3.0% 73.36
Low 67.12 67.54 0.42 0.6% 67.05
Close 68.02 71.10 3.08 4.5% 68.02
Range 2.58 4.25 1.67 64.7% 6.31
ATR 2.61 2.73 0.12 4.5% 0.00
Volume 231,967 229,782 -2,185 -0.9% 1,354,483
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 82.89 81.25 73.44
R3 78.64 77.00 72.27
R2 74.39 74.39 71.88
R1 72.75 72.75 71.49 73.57
PP 70.14 70.14 70.14 70.56
S1 68.50 68.50 70.71 69.32
S2 65.89 65.89 70.32
S3 61.64 64.25 69.93
S4 57.39 60.00 68.76
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 88.41 84.52 71.49
R3 82.10 78.21 69.76
R2 75.79 75.79 69.18
R1 71.90 71.90 68.60 70.69
PP 69.48 69.48 69.48 68.87
S1 65.59 65.59 67.44 64.38
S2 63.17 63.17 66.86
S3 56.86 59.28 66.28
S4 50.55 52.97 64.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.79 67.05 4.74 6.7% 2.74 3.9% 85% True False 269,009
10 75.00 67.05 7.95 11.2% 2.86 4.0% 51% False False 264,559
20 75.00 67.05 7.95 11.2% 2.80 3.9% 51% False False 236,094
40 75.00 61.15 13.85 19.5% 2.61 3.7% 72% False False 158,002
60 75.00 60.43 14.57 20.5% 2.59 3.6% 73% False False 112,388
80 75.27 59.26 16.01 22.5% 2.43 3.4% 74% False False 87,490
100 75.27 53.00 22.27 31.3% 2.27 3.2% 81% False False 71,785
120 75.27 53.00 22.27 31.3% 2.14 3.0% 81% False False 60,948
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 0.98
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 89.85
2.618 82.92
1.618 78.67
1.000 76.04
0.618 74.42
HIGH 71.79
0.618 70.17
0.500 69.67
0.382 69.16
LOW 67.54
0.618 64.91
1.000 63.29
1.618 60.66
2.618 56.41
4.250 49.48
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 70.62 70.55
PP 70.14 70.00
S1 69.67 69.46

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

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