NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 72.21 69.77 -2.44 -3.4% 69.81
High 72.65 72.03 -0.62 -0.9% 73.58
Low 69.27 69.74 0.47 0.7% 68.51
Close 69.93 71.76 1.83 2.6% 72.49
Range 3.38 2.29 -1.09 -32.2% 5.07
ATR 2.42 2.41 -0.01 -0.4% 0.00
Volume 128,927 288,782 159,855 124.0% 752,669
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 78.05 77.19 73.02
R3 75.76 74.90 72.39
R2 73.47 73.47 72.18
R1 72.61 72.61 71.97 73.04
PP 71.18 71.18 71.18 71.39
S1 70.32 70.32 71.55 70.75
S2 68.89 68.89 71.34
S3 66.60 68.03 71.13
S4 64.31 65.74 70.50
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 69.27 4.31 6.0% 2.19 3.1% 58% False False 174,107
10 73.58 68.51 5.07 7.1% 2.26 3.1% 64% False False 163,439
20 75.55 67.66 7.89 11.0% 2.49 3.5% 52% False False 115,627
40 75.89 66.41 9.48 13.2% 2.55 3.5% 56% False False 82,899
60 75.89 61.38 14.51 20.2% 2.46 3.4% 72% False False 61,432
80 75.89 61.38 14.51 20.2% 2.31 3.2% 72% False False 48,343
100 75.89 55.83 20.06 28.0% 2.17 3.0% 79% False False 39,997
120 75.89 54.20 21.69 30.2% 2.01 2.8% 81% False False 34,089
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.76
2.618 78.03
1.618 75.74
1.000 74.32
0.618 73.45
HIGH 72.03
0.618 71.16
0.500 70.89
0.382 70.61
LOW 69.74
0.618 68.32
1.000 67.45
1.618 66.03
2.618 63.74
4.250 60.01
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 71.47 71.57
PP 71.18 71.38
S1 70.89 71.20

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

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