NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 65.92 66.15 0.23 0.3% 72.21
High 67.09 67.54 0.45 0.7% 72.65
Low 65.05 65.41 0.36 0.6% 65.05
Close 66.02 66.84 0.82 1.2% 66.02
Range 2.04 2.13 0.09 4.4% 7.60
ATR 2.53 2.51 -0.03 -1.1% 0.00
Volume 357,456 315,319 -42,137 -11.8% 1,301,035
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 72.99 72.04 68.01
R3 70.86 69.91 67.43
R2 68.73 68.73 67.23
R1 67.78 67.78 67.04 68.26
PP 66.60 66.60 66.60 66.83
S1 65.65 65.65 66.64 66.13
S2 64.47 64.47 66.45
S3 62.34 63.52 66.25
S4 60.21 61.39 65.67
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 72.03 65.05 6.98 10.4% 2.68 4.0% 26% False False 297,485
10 73.58 65.05 8.53 12.8% 2.46 3.7% 21% False False 219,654
20 74.13 65.05 9.08 13.6% 2.53 3.8% 20% False False 161,632
40 75.89 65.05 10.84 16.2% 2.47 3.7% 17% False False 109,615
60 75.89 61.38 14.51 21.7% 2.43 3.6% 38% False False 80,789
80 75.89 61.38 14.51 21.7% 2.35 3.5% 38% False False 62,744
100 75.89 59.95 15.94 23.8% 2.22 3.3% 43% False False 51,737
120 75.89 54.20 21.69 32.5% 2.06 3.1% 58% False False 43,907
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.59
2.618 73.12
1.618 70.99
1.000 69.67
0.618 68.86
HIGH 67.54
0.618 66.73
0.500 66.48
0.382 66.22
LOW 65.41
0.618 64.09
1.000 63.28
1.618 61.96
2.618 59.83
4.250 56.36
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 66.72 66.91
PP 66.60 66.89
S1 66.48 66.86

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

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