NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 72.40 71.78 -0.62 -0.9% 69.15
High 72.66 72.20 -0.46 -0.6% 73.16
Low 71.27 68.96 -2.31 -3.2% 68.02
Close 72.04 69.71 -2.33 -3.2% 72.04
Range 1.39 3.24 1.85 133.1% 5.14
ATR 2.44 2.50 0.06 2.3% 0.00
Volume 235,707 165,696 -70,011 -29.7% 1,446,106
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 80.01 78.10 71.49
R3 76.77 74.86 70.60
R2 73.53 73.53 70.30
R1 71.62 71.62 70.01 70.96
PP 70.29 70.29 70.29 69.96
S1 68.38 68.38 69.41 67.72
S2 67.05 67.05 69.12
S3 63.81 65.14 68.82
S4 60.57 61.90 67.93
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 68.48 4.68 6.7% 2.25 3.2% 26% False False 247,421
10 73.16 67.54 5.62 8.1% 2.45 3.5% 39% False False 289,335
20 75.00 67.05 7.95 11.4% 2.51 3.6% 33% False False 277,769
40 75.00 64.69 10.31 14.8% 2.64 3.8% 49% False False 212,070
60 75.00 60.43 14.57 20.9% 2.56 3.7% 64% False False 154,595
80 75.27 60.43 14.84 21.3% 2.47 3.5% 63% False False 119,672
100 75.27 55.52 19.75 28.3% 2.33 3.3% 72% False False 97,766
120 75.27 53.00 22.27 31.9% 2.20 3.2% 75% False False 82,671
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 85.97
2.618 80.68
1.618 77.44
1.000 75.44
0.618 74.20
HIGH 72.20
0.618 70.96
0.500 70.58
0.382 70.20
LOW 68.96
0.618 66.96
1.000 65.72
1.618 63.72
2.618 60.48
4.250 55.19
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 70.58 71.06
PP 70.29 70.61
S1 70.00 70.16

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

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