NYMEX Light Sweet Crude Oil Future November 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 72.71 72.87 0.16 0.2% 69.81
High 73.58 73.12 -0.46 -0.6% 73.58
Low 72.13 71.71 -0.42 -0.6% 68.51
Close 72.94 72.49 -0.45 -0.6% 72.49
Range 1.45 1.41 -0.04 -2.8% 5.07
ATR 2.42 2.35 -0.07 -3.0% 0.00
Volume 174,206 147,654 -26,552 -15.2% 752,669
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 76.67 75.99 73.27
R3 75.26 74.58 72.88
R2 73.85 73.85 72.75
R1 73.17 73.17 72.62 72.81
PP 72.44 72.44 72.44 72.26
S1 71.76 71.76 72.36 71.40
S2 71.03 71.03 72.23
S3 69.62 70.35 72.10
S4 68.21 68.94 71.71
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 86.74 84.68 75.28
R3 81.67 79.61 73.88
R2 76.60 76.60 73.42
R1 74.54 74.54 72.95 75.57
PP 71.53 71.53 71.53 72.04
S1 69.47 69.47 72.03 70.50
S2 66.46 66.46 71.56
S3 61.39 64.40 71.10
S4 56.32 59.33 69.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.58 68.51 5.07 7.0% 1.86 2.6% 79% False False 150,533
10 73.58 67.66 5.92 8.2% 2.27 3.1% 82% False False 135,967
20 75.55 67.66 7.89 10.9% 2.38 3.3% 61% False False 101,564
40 75.89 66.41 9.48 13.1% 2.48 3.4% 64% False False 74,159
60 75.89 61.38 14.51 20.0% 2.43 3.4% 77% False False 54,737
80 75.89 61.38 14.51 20.0% 2.28 3.1% 77% False False 43,332
100 75.89 55.68 20.21 27.9% 2.13 2.9% 83% False False 35,914
120 75.89 54.20 21.69 29.9% 1.99 2.7% 84% False False 30,695
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 79.11
2.618 76.81
1.618 75.40
1.000 74.53
0.618 73.99
HIGH 73.12
0.618 72.58
0.500 72.42
0.382 72.25
LOW 71.71
0.618 70.84
1.000 70.30
1.618 69.43
2.618 68.02
4.250 65.72
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 72.47 72.34
PP 72.44 72.19
S1 72.42 72.04

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

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