NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 68.78 70.40 1.62 2.4% 67.87
High 71.19 72.56 1.37 1.9% 72.90
Low 68.48 70.14 1.66 2.4% 67.54
Close 70.93 72.51 1.58 2.2% 69.29
Range 2.71 2.42 -0.29 -10.7% 5.36
ATR 2.62 2.60 -0.01 -0.5% 0.00
Volume 255,720 288,040 32,320 12.6% 1,281,554
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 79.00 78.17 73.84
R3 76.58 75.75 73.18
R2 74.16 74.16 72.95
R1 73.33 73.33 72.73 73.75
PP 71.74 71.74 71.74 71.94
S1 70.91 70.91 72.29 71.33
S2 69.32 69.32 72.07
S3 66.90 68.49 71.84
S4 64.48 66.07 71.18
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 6.7% 2.46 3.4% 92% False False 319,197
10 72.90 67.05 5.85 8.1% 2.45 3.4% 93% False False 303,830
20 75.00 67.05 7.95 11.0% 2.64 3.6% 69% False False 285,773
40 75.00 64.69 10.31 14.2% 2.65 3.7% 76% False False 201,098
60 75.00 60.43 14.57 20.1% 2.56 3.5% 83% False False 143,882
80 75.27 60.43 14.84 20.5% 2.46 3.4% 81% False False 111,508
100 75.27 53.25 22.02 30.4% 2.30 3.2% 87% False False 91,034
120 75.27 53.00 22.27 30.7% 2.20 3.0% 88% False False 77,056
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.85
2.618 78.90
1.618 76.48
1.000 74.98
0.618 74.06
HIGH 72.56
0.618 71.64
0.500 71.35
0.382 71.06
LOW 70.14
0.618 68.64
1.000 67.72
1.618 66.22
2.618 63.80
4.250 59.86
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 72.12 71.77
PP 71.74 71.03
S1 71.35 70.29

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

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