NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 71.63 68.33 -3.30 -4.6% 69.81
High 71.81 68.77 -3.04 -4.2% 73.58
Low 68.04 65.60 -2.44 -3.6% 68.51
Close 68.97 65.89 -3.08 -4.5% 72.49
Range 3.77 3.17 -0.60 -15.9% 5.07
ATR 2.51 2.57 0.06 2.4% 0.00
Volume 218,292 307,578 89,286 40.9% 752,669
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 76.26 74.25 67.63
R3 73.09 71.08 66.76
R2 69.92 69.92 66.47
R1 67.91 67.91 66.18 67.33
PP 66.75 66.75 66.75 66.47
S1 64.74 64.74 65.60 64.16
S2 63.58 63.58 65.31
S3 60.41 61.57 65.02
S4 57.24 58.40 64.15
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 73.12 65.60 7.52 11.4% 2.80 4.3% 4% False True 218,246
10 73.58 65.60 7.98 12.1% 2.60 3.9% 4% False True 186,535
20 74.16 65.60 8.56 13.0% 2.55 3.9% 3% False True 134,290
40 75.89 65.60 10.29 15.6% 2.57 3.9% 3% False True 94,694
60 75.89 61.38 14.51 22.0% 2.46 3.7% 31% False False 69,980
80 75.89 61.38 14.51 22.0% 2.36 3.6% 31% False False 54,667
100 75.89 59.80 16.09 24.4% 2.20 3.3% 38% False False 45,157
120 75.89 54.20 21.69 32.9% 2.04 3.1% 54% False False 38,362
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.24
2.618 77.07
1.618 73.90
1.000 71.94
0.618 70.73
HIGH 68.77
0.618 67.56
0.500 67.19
0.382 66.81
LOW 65.60
0.618 63.64
1.000 62.43
1.618 60.47
2.618 57.30
4.250 52.13
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 67.19 68.82
PP 66.75 67.84
S1 66.32 66.87

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

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