NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 72.43 69.81 -2.62 -3.6% 68.55
High 73.21 69.94 -3.27 -4.5% 73.21
Low 69.13 68.51 -0.62 -0.9% 68.08
Close 69.72 69.37 -0.35 -0.5% 69.72
Range 4.08 1.43 -2.65 -65.0% 5.13
ATR 2.58 2.50 -0.08 -3.2% 0.00
Volume 169,107 172,478 3,371 2.0% 539,475
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 73.56 72.90 70.16
R3 72.13 71.47 69.76
R2 70.70 70.70 69.63
R1 70.04 70.04 69.50 69.66
PP 69.27 69.27 69.27 69.08
S1 68.61 68.61 69.24 68.23
S2 67.84 67.84 69.11
S3 66.41 67.18 68.98
S4 64.98 65.75 68.58
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 68.08 5.13 7.4% 2.64 3.8% 25% False False 142,390
10 74.13 67.66 6.47 9.3% 2.59 3.7% 26% False False 103,610
20 75.55 67.66 7.89 11.4% 2.58 3.7% 22% False False 83,988
40 75.89 66.41 9.48 13.7% 2.49 3.6% 31% False False 62,224
60 75.89 61.38 14.51 20.9% 2.47 3.6% 55% False False 45,545
80 75.89 61.38 14.51 20.9% 2.26 3.3% 55% False False 36,398
100 75.89 54.20 21.69 31.3% 2.10 3.0% 70% False False 30,321
120 75.89 54.20 21.69 31.3% 1.97 2.8% 70% False False 26,025
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 0.65
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 76.02
2.618 73.68
1.618 72.25
1.000 71.37
0.618 70.82
HIGH 69.94
0.618 69.39
0.500 69.23
0.382 69.06
LOW 68.51
0.618 67.63
1.000 67.08
1.618 66.20
2.618 64.77
4.250 62.43
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 69.32 70.86
PP 69.27 70.36
S1 69.23 69.87

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

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