NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 66.15 67.11 0.96 1.5% 72.21
High 67.54 67.33 -0.21 -0.3% 72.65
Low 65.41 65.82 0.41 0.6% 65.05
Close 66.84 66.71 -0.13 -0.2% 66.02
Range 2.13 1.51 -0.62 -29.1% 7.60
ATR 2.51 2.43 -0.07 -2.8% 0.00
Volume 315,319 231,410 -83,909 -26.6% 1,301,035
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 71.15 70.44 67.54
R3 69.64 68.93 67.13
R2 68.13 68.13 66.99
R1 67.42 67.42 66.85 67.02
PP 66.62 66.62 66.62 66.42
S1 65.91 65.91 66.57 65.51
S2 65.11 65.11 66.43
S3 63.60 64.40 66.29
S4 62.09 62.89 65.88
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 71.81 65.05 6.76 10.1% 2.52 3.8% 25% False False 286,011
10 73.58 65.05 8.53 12.8% 2.36 3.5% 19% False False 230,059
20 73.58 65.05 8.53 12.8% 2.39 3.6% 19% False False 170,340
40 75.89 65.05 10.84 16.2% 2.44 3.7% 15% False False 114,269
60 75.89 61.38 14.51 21.8% 2.42 3.6% 37% False False 84,465
80 75.89 61.38 14.51 21.8% 2.35 3.5% 37% False False 65,510
100 75.89 59.95 15.94 23.9% 2.21 3.3% 42% False False 53,977
120 75.89 54.20 21.69 32.5% 2.06 3.1% 58% False False 45,790
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 73.75
2.618 71.28
1.618 69.77
1.000 68.84
0.618 68.26
HIGH 67.33
0.618 66.75
0.500 66.58
0.382 66.40
LOW 65.82
0.618 64.89
1.000 64.31
1.618 63.38
2.618 61.87
4.250 59.40
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 66.67 66.57
PP 66.62 66.43
S1 66.58 66.30

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

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