NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 67.11 66.71 -0.40 -0.6% 72.21
High 67.33 70.72 3.39 5.0% 72.65
Low 65.82 66.22 0.40 0.6% 65.05
Close 66.71 70.61 3.90 5.8% 66.02
Range 1.51 4.50 2.99 198.0% 7.60
ATR 2.43 2.58 0.15 6.1% 0.00
Volume 231,410 247,345 15,935 6.9% 1,301,035
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 82.68 81.15 73.09
R3 78.18 76.65 71.85
R2 73.68 73.68 71.44
R1 72.15 72.15 71.02 72.92
PP 69.18 69.18 69.18 69.57
S1 67.65 67.65 70.20 68.42
S2 64.68 64.68 69.79
S3 60.18 63.15 69.37
S4 55.68 58.65 68.14
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 70.72 65.05 5.67 8.0% 2.67 3.8% 98% True False 291,821
10 73.58 65.05 8.53 12.1% 2.57 3.6% 65% False False 241,696
20 73.58 65.05 8.53 12.1% 2.45 3.5% 65% False False 179,384
40 75.89 65.05 10.84 15.4% 2.51 3.5% 51% False False 119,031
60 75.89 61.38 14.51 20.5% 2.45 3.5% 64% False False 88,371
80 75.89 61.38 14.51 20.5% 2.39 3.4% 64% False False 68,434
100 75.89 59.95 15.94 22.6% 2.25 3.2% 67% False False 56,331
120 75.89 54.20 21.69 30.7% 2.09 3.0% 76% False False 47,804
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 0.42
Widest range in 188 trading days
Fibonacci Retracements and Extensions
4.250 89.85
2.618 82.50
1.618 78.00
1.000 75.22
0.618 73.50
HIGH 70.72
0.618 69.00
0.500 68.47
0.382 67.94
LOW 66.22
0.618 63.44
1.000 61.72
1.618 58.94
2.618 54.44
4.250 47.10
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 69.90 69.76
PP 69.18 68.91
S1 68.47 68.07

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

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