NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 68.33 65.92 -2.41 -3.5% 72.21
High 68.77 67.09 -1.68 -2.4% 72.65
Low 65.60 65.05 -0.55 -0.8% 65.05
Close 65.89 66.02 0.13 0.2% 66.02
Range 3.17 2.04 -1.13 -35.6% 7.60
ATR 2.57 2.53 -0.04 -1.5% 0.00
Volume 307,578 357,456 49,878 16.2% 1,301,035
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 72.17 71.14 67.14
R3 70.13 69.10 66.58
R2 68.09 68.09 66.39
R1 67.06 67.06 66.21 67.58
PP 66.05 66.05 66.05 66.31
S1 65.02 65.02 65.83 65.54
S2 64.01 64.01 65.65
S3 61.97 62.98 65.46
S4 59.93 60.94 64.90
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 90.71 85.96 70.20
R3 83.11 78.36 68.11
R2 75.51 75.51 67.41
R1 70.76 70.76 66.72 69.34
PP 67.91 67.91 67.91 67.19
S1 63.16 63.16 65.32 61.74
S2 60.31 60.31 64.63
S3 52.71 55.56 63.93
S4 45.11 47.96 61.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.65 65.05 7.60 11.5% 2.93 4.4% 13% False True 260,207
10 73.58 65.05 8.53 12.9% 2.39 3.6% 11% False True 205,370
20 74.16 65.05 9.11 13.8% 2.51 3.8% 11% False True 148,846
40 75.89 65.05 10.84 16.4% 2.52 3.8% 9% False True 102,704
60 75.89 61.38 14.51 22.0% 2.44 3.7% 32% False False 75,790
80 75.89 61.38 14.51 22.0% 2.36 3.6% 32% False False 59,022
100 75.89 59.95 15.94 24.1% 2.21 3.3% 38% False False 48,654
120 75.89 54.20 21.69 32.9% 2.05 3.1% 54% False False 41,309
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.35
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 75.76
2.618 72.43
1.618 70.39
1.000 69.13
0.618 68.35
HIGH 67.09
0.618 66.31
0.500 66.07
0.382 65.83
LOW 65.05
0.618 63.79
1.000 63.01
1.618 61.75
2.618 59.71
4.250 56.38
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 66.07 68.43
PP 66.05 67.63
S1 66.04 66.82

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

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