NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 72.03 72.43 0.40 0.6% 68.55
High 72.89 73.21 0.32 0.4% 73.21
Low 71.27 69.13 -2.14 -3.0% 68.08
Close 72.27 69.72 -2.55 -3.5% 69.72
Range 1.62 4.08 2.46 151.9% 5.13
ATR 2.47 2.58 0.12 4.7% 0.00
Volume 142,420 169,107 26,687 18.7% 539,475
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 82.93 80.40 71.96
R3 78.85 76.32 70.84
R2 74.77 74.77 70.47
R1 72.24 72.24 70.09 71.47
PP 70.69 70.69 70.69 70.30
S1 68.16 68.16 69.35 67.39
S2 66.61 66.61 68.97
S3 62.53 64.08 68.60
S4 58.45 60.00 67.48
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 85.73 82.85 72.54
R3 80.60 77.72 71.13
R2 75.47 75.47 70.66
R1 72.59 72.59 70.19 74.03
PP 70.34 70.34 70.34 71.06
S1 67.46 67.46 69.25 68.90
S2 65.21 65.21 68.78
S3 60.08 62.33 68.31
S4 54.95 57.20 66.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.21 67.66 5.55 8.0% 2.68 3.8% 37% True False 121,401
10 74.16 67.66 6.50 9.3% 2.62 3.8% 32% False False 92,323
20 75.55 67.66 7.89 11.3% 2.71 3.9% 26% False False 78,199
40 75.89 64.62 11.27 16.2% 2.52 3.6% 45% False False 58,545
60 75.89 61.38 14.51 20.8% 2.46 3.5% 57% False False 42,820
80 75.89 61.38 14.51 20.8% 2.26 3.2% 57% False False 34,301
100 75.89 54.20 21.69 31.1% 2.10 3.0% 72% False False 28,645
120 75.89 54.20 21.69 31.1% 1.96 2.8% 72% False False 24,638
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.55
2.618 83.89
1.618 79.81
1.000 77.29
0.618 75.73
HIGH 73.21
0.618 71.65
0.500 71.17
0.382 70.69
LOW 69.13
0.618 66.61
1.000 65.05
1.618 62.53
2.618 58.45
4.250 51.79
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 71.17 71.17
PP 70.69 70.69
S1 70.20 70.20

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

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