NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 69.29 68.71 -0.58 -0.8% 74.62
High 69.81 72.70 2.89 4.1% 74.62
Low 68.21 68.65 0.44 0.6% 68.21
Close 69.08 72.00 2.92 4.2% 69.08
Range 1.60 4.05 2.45 153.1% 6.41
ATR 2.40 2.52 0.12 4.9% 0.00
Volume 61,516 55,445 -6,071 -9.9% 278,029
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 83.27 81.68 74.23
R3 79.22 77.63 73.11
R2 75.17 75.17 72.74
R1 73.58 73.58 72.37 74.38
PP 71.12 71.12 71.12 71.51
S1 69.53 69.53 71.63 70.33
S2 67.07 67.07 71.26
S3 63.02 65.48 70.89
S4 58.97 61.43 69.77
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 89.87 85.88 72.61
R3 83.46 79.47 70.84
R2 77.05 77.05 70.26
R1 73.06 73.06 69.67 71.85
PP 70.64 70.64 70.64 70.03
S1 66.65 66.65 68.49 65.44
S2 64.23 64.23 67.90
S3 57.82 60.24 67.32
S4 51.41 53.83 65.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.70 68.21 4.49 6.2% 2.46 3.4% 84% True False 56,360
10 76.15 68.21 7.94 11.0% 2.63 3.7% 48% False False 55,838
20 76.16 68.21 7.95 11.0% 2.57 3.6% 48% False False 53,928
40 76.87 62.90 13.97 19.4% 2.43 3.4% 65% False False 52,007
60 76.87 62.21 14.66 20.4% 2.47 3.4% 67% False False 46,423
80 76.87 60.66 16.21 22.5% 2.35 3.3% 70% False False 43,216
100 76.87 54.92 21.95 30.5% 2.27 3.1% 78% False False 38,816
120 76.87 54.92 21.95 30.5% 2.27 3.2% 78% False False 35,837
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 89.91
2.618 83.30
1.618 79.25
1.000 76.75
0.618 75.20
HIGH 72.70
0.618 71.15
0.500 70.68
0.382 70.20
LOW 68.65
0.618 66.15
1.000 64.60
1.618 62.10
2.618 58.05
4.250 51.44
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 71.56 71.49
PP 71.12 70.97
S1 70.68 70.46

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

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