NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 69.80 71.42 1.62 2.3% 69.81
High 72.55 72.35 -0.20 -0.3% 72.55
Low 69.17 70.62 1.45 2.1% 68.05
Close 71.69 71.77 0.08 0.1% 71.77
Range 3.38 1.73 -1.65 -48.8% 4.50
ATR 2.62 2.55 -0.06 -2.4% 0.00
Volume 346,922 405,214 58,292 16.8% 1,757,994
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 76.77 76.00 72.72
R3 75.04 74.27 72.25
R2 73.31 73.31 72.09
R1 72.54 72.54 71.93 72.93
PP 71.58 71.58 71.58 71.77
S1 70.81 70.81 71.61 71.20
S2 69.85 69.85 71.45
S3 68.12 69.08 71.29
S4 66.39 67.35 70.82
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 84.29 82.53 74.25
R3 79.79 78.03 73.01
R2 75.29 75.29 72.60
R1 73.53 73.53 72.18 74.41
PP 70.79 70.79 70.79 71.23
S1 69.03 69.03 71.36 69.91
S2 66.29 66.29 70.95
S3 61.79 64.53 70.53
S4 57.29 60.03 69.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.55 68.05 4.50 6.3% 2.57 3.6% 83% False False 351,598
10 72.55 65.41 7.14 9.9% 2.56 3.6% 89% False False 327,344
20 73.58 65.05 8.53 11.9% 2.48 3.5% 79% False False 266,357
40 75.55 65.05 10.50 14.6% 2.60 3.6% 64% False False 172,278
60 75.89 64.62 11.27 15.7% 2.51 3.5% 63% False False 127,815
80 75.89 61.38 14.51 20.2% 2.47 3.4% 72% False False 98,704
100 75.89 61.38 14.51 20.2% 2.30 3.2% 72% False False 80,712
120 75.89 54.20 21.69 30.2% 2.16 3.0% 81% False False 68,263
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 79.70
2.618 76.88
1.618 75.15
1.000 74.08
0.618 73.42
HIGH 72.35
0.618 71.69
0.500 71.49
0.382 71.28
LOW 70.62
0.618 69.55
1.000 68.89
1.618 67.82
2.618 66.09
4.250 63.27
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 71.68 71.42
PP 71.58 71.07
S1 71.49 70.72

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

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