NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 69.77 71.63 1.86 2.7% 69.81
High 72.03 71.81 -0.22 -0.3% 73.58
Low 69.74 68.04 -1.70 -2.4% 68.51
Close 71.76 68.97 -2.79 -3.9% 72.49
Range 2.29 3.77 1.48 64.6% 5.07
ATR 2.41 2.51 0.10 4.0% 0.00
Volume 288,782 218,292 -70,490 -24.4% 752,669
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 80.92 78.71 71.04
R3 77.15 74.94 70.01
R2 73.38 73.38 69.66
R1 71.17 71.17 69.32 70.39
PP 69.61 69.61 69.61 69.22
S1 67.40 67.40 68.62 66.62
S2 65.84 65.84 68.28
S3 62.07 63.63 67.93
S4 58.30 59.86 66.90
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 68.04 5.54 8.0% 2.46 3.6% 17% False True 191,572
10 73.58 68.04 5.54 8.0% 2.44 3.5% 17% False True 170,019
20 74.16 67.66 6.50 9.4% 2.49 3.6% 20% False False 123,204
40 75.89 66.41 9.48 13.7% 2.58 3.7% 27% False False 87,515
60 75.89 61.38 14.51 21.0% 2.47 3.6% 52% False False 64,962
80 75.89 61.38 14.51 21.0% 2.34 3.4% 52% False False 50,937
100 75.89 59.77 16.12 23.4% 2.18 3.2% 57% False False 42,141
120 75.89 54.20 21.69 31.4% 2.03 2.9% 68% False False 35,860
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 87.83
2.618 81.68
1.618 77.91
1.000 75.58
0.618 74.14
HIGH 71.81
0.618 70.37
0.500 69.93
0.382 69.48
LOW 68.04
0.618 65.71
1.000 64.27
1.618 61.94
2.618 58.17
4.250 52.02
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 69.93 70.35
PP 69.61 69.89
S1 69.29 69.43

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

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