NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 72.31 72.40 0.09 0.1% 69.15
High 73.16 72.66 -0.50 -0.7% 73.16
Low 71.66 71.27 -0.39 -0.5% 68.02
Close 72.47 72.04 -0.43 -0.6% 72.04
Range 1.50 1.39 -0.11 -7.3% 5.14
ATR 2.53 2.44 -0.08 -3.2% 0.00
Volume 291,946 235,707 -56,239 -19.3% 1,446,106
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 76.16 75.49 72.80
R3 74.77 74.10 72.42
R2 73.38 73.38 72.29
R1 72.71 72.71 72.17 72.35
PP 71.99 71.99 71.99 71.81
S1 71.32 71.32 71.91 70.96
S2 70.60 70.60 71.79
S3 69.21 69.93 71.66
S4 67.82 68.54 71.28
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 86.49 84.41 74.87
R3 81.35 79.27 73.45
R2 76.21 76.21 72.98
R1 74.13 74.13 72.51 75.17
PP 71.07 71.07 71.07 71.60
S1 68.99 68.99 71.57 70.03
S2 65.93 65.93 71.10
S3 60.79 63.85 70.63
S4 55.65 58.71 69.21
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% 1.90 2.6% 78% False False 289,221
10 73.16 67.12 6.04 8.4% 2.39 3.3% 81% False False 295,962
20 75.00 67.05 7.95 11.0% 2.48 3.4% 63% False False 281,559
40 75.00 64.69 10.31 14.3% 2.60 3.6% 71% False False 210,251
60 75.00 60.43 14.57 20.2% 2.54 3.5% 80% False False 152,205
80 75.27 60.43 14.84 20.6% 2.45 3.4% 78% False False 117,783
100 75.27 54.66 20.61 28.6% 2.31 3.2% 84% False False 96,200
120 75.27 53.00 22.27 30.9% 2.19 3.0% 85% False False 81,350
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.55
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 78.57
2.618 76.30
1.618 74.91
1.000 74.05
0.618 73.52
HIGH 72.66
0.618 72.13
0.500 71.97
0.382 71.80
LOW 71.27
0.618 70.41
1.000 69.88
1.618 69.02
2.618 67.63
4.250 65.36
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 72.02 71.91
PP 71.99 71.78
S1 71.97 71.65

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

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