NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 68.71 72.18 3.47 5.1% 74.62
High 72.70 73.43 0.73 1.0% 74.62
Low 68.65 71.51 2.86 4.2% 68.21
Close 72.00 72.21 0.21 0.3% 69.08
Range 4.05 1.92 -2.13 -52.6% 6.41
ATR 2.52 2.47 -0.04 -1.7% 0.00
Volume 55,445 93,057 37,612 67.8% 278,029
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 78.14 77.10 73.27
R3 76.22 75.18 72.74
R2 74.30 74.30 72.56
R1 73.26 73.26 72.39 73.78
PP 72.38 72.38 72.38 72.65
S1 71.34 71.34 72.03 71.86
S2 70.46 70.46 71.86
S3 68.54 69.42 71.68
S4 66.62 67.50 71.15
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 73.43 68.21 5.22 7.2% 2.19 3.0% 77% True False 64,264
10 74.80 68.21 6.59 9.1% 2.47 3.4% 61% False False 60,438
20 76.16 68.21 7.95 11.0% 2.54 3.5% 50% False False 56,732
40 76.87 63.80 13.07 18.1% 2.43 3.4% 64% False False 53,552
60 76.87 62.21 14.66 20.3% 2.46 3.4% 68% False False 47,460
80 76.87 60.77 16.10 22.3% 2.35 3.2% 71% False False 44,078
100 76.87 54.92 21.95 30.4% 2.27 3.1% 79% False False 39,632
120 76.87 54.92 21.95 30.4% 2.26 3.1% 79% False False 36,410
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.59
2.618 78.46
1.618 76.54
1.000 75.35
0.618 74.62
HIGH 73.43
0.618 72.70
0.500 72.47
0.382 72.24
LOW 71.51
0.618 70.32
1.000 69.59
1.618 68.40
2.618 66.48
4.250 63.35
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 72.47 71.75
PP 72.38 71.28
S1 72.30 70.82

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

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