NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 69.15 68.78 -0.37 -0.5% 67.87
High 69.51 71.19 1.68 2.4% 72.90
Low 68.02 68.48 0.46 0.7% 67.54
Close 68.86 70.93 2.07 3.0% 69.29
Range 1.49 2.71 1.22 81.9% 5.36
ATR 2.61 2.62 0.01 0.3% 0.00
Volume 374,693 255,720 -118,973 -31.8% 1,281,554
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 78.33 77.34 72.42
R3 75.62 74.63 71.68
R2 72.91 72.91 71.43
R1 71.92 71.92 71.18 72.42
PP 70.20 70.20 70.20 70.45
S1 69.21 69.21 70.68 69.71
S2 67.49 67.49 70.43
S3 64.78 66.50 70.18
S4 62.07 63.79 69.44
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 85.99 83.00 72.24
R3 80.63 77.64 70.76
R2 75.27 75.27 70.27
R1 72.28 72.28 69.78 73.78
PP 69.91 69.91 69.91 70.66
S1 66.92 66.92 68.80 68.42
S2 64.55 64.55 68.31
S3 59.19 61.56 67.82
S4 53.83 56.20 66.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.90 68.02 4.88 6.9% 2.34 3.3% 60% False False 336,437
10 72.90 67.05 5.85 8.2% 2.54 3.6% 66% False False 302,723
20 75.00 67.05 7.95 11.2% 2.72 3.8% 49% False False 278,532
40 75.00 64.69 10.31 14.5% 2.64 3.7% 61% False False 195,230
60 75.00 60.43 14.57 20.5% 2.57 3.6% 72% False False 139,373
80 75.27 60.43 14.84 20.9% 2.46 3.5% 71% False False 107,982
100 75.27 53.00 22.27 31.4% 2.30 3.2% 81% False False 88,246
120 75.27 53.00 22.27 31.4% 2.19 3.1% 81% False False 74,693
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 0.70
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.71
2.618 78.28
1.618 75.57
1.000 73.90
0.618 72.86
HIGH 71.19
0.618 70.15
0.500 69.84
0.382 69.52
LOW 68.48
0.618 66.81
1.000 65.77
1.618 64.10
2.618 61.39
4.250 56.96
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 70.57 70.77
PP 70.20 70.62
S1 69.84 70.46

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

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