NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 70.40 72.31 1.91 2.7% 67.87
High 72.56 73.16 0.60 0.8% 72.90
Low 70.14 71.66 1.52 2.2% 67.54
Close 72.51 72.47 -0.04 -0.1% 69.29
Range 2.42 1.50 -0.92 -38.0% 5.36
ATR 2.60 2.53 -0.08 -3.0% 0.00
Volume 288,040 291,946 3,906 1.4% 1,281,554
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 76.93 76.20 73.30
R3 75.43 74.70 72.88
R2 73.93 73.93 72.75
R1 73.20 73.20 72.61 73.57
PP 72.43 72.43 72.43 72.61
S1 71.70 71.70 72.33 72.07
S2 70.93 70.93 72.20
S3 69.43 70.20 72.06
S4 67.93 68.70 71.65
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 73.16 68.02 5.14 7.1% 2.44 3.4% 87% True False 311,190
10 73.16 67.12 6.04 8.3% 2.42 3.3% 89% True False 299,341
20 75.00 67.05 7.95 11.0% 2.49 3.4% 68% False False 288,617
40 75.00 64.69 10.31 14.2% 2.64 3.6% 75% False False 206,657
60 75.00 60.43 14.57 20.1% 2.56 3.5% 83% False False 148,520
80 75.27 60.43 14.84 20.5% 2.46 3.4% 81% False False 114,985
100 75.27 54.66 20.61 28.4% 2.31 3.2% 86% False False 93,893
120 75.27 53.00 22.27 30.7% 2.19 3.0% 87% False False 79,440
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 3 trading days
Fibonacci Retracements and Extensions
4.250 79.54
2.618 77.09
1.618 75.59
1.000 74.66
0.618 74.09
HIGH 73.16
0.618 72.59
0.500 72.41
0.382 72.23
LOW 71.66
0.618 70.73
1.000 70.16
1.618 69.23
2.618 67.73
4.250 65.29
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 72.45 71.92
PP 72.43 71.37
S1 72.41 70.82

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

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