NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 72.18 72.67 0.49 0.7% 74.62
High 73.43 73.27 -0.16 -0.2% 74.62
Low 71.51 71.66 0.15 0.2% 68.21
Close 72.21 72.61 0.40 0.6% 69.08
Range 1.92 1.61 -0.31 -16.1% 6.41
ATR 2.47 2.41 -0.06 -2.5% 0.00
Volume 93,057 98,671 5,614 6.0% 278,029
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 77.34 76.59 73.50
R3 75.73 74.98 73.05
R2 74.12 74.12 72.91
R1 73.37 73.37 72.76 72.94
PP 72.51 72.51 72.51 72.30
S1 71.76 71.76 72.46 71.33
S2 70.90 70.90 72.31
S3 69.29 70.15 72.17
S4 67.68 68.54 71.72
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% 2.17 3.0% 84% False False 72,770
10 74.80 68.21 6.59 9.1% 2.44 3.4% 67% False False 63,877
20 76.16 68.21 7.95 10.9% 2.54 3.5% 55% False False 59,252
40 76.87 65.00 11.87 16.3% 2.41 3.3% 64% False False 55,006
60 76.87 62.21 14.66 20.2% 2.44 3.4% 71% False False 48,689
80 76.87 62.21 14.66 20.2% 2.33 3.2% 71% False False 44,957
100 76.87 54.92 21.95 30.2% 2.26 3.1% 81% False False 40,487
120 76.87 54.92 21.95 30.2% 2.26 3.1% 81% False False 37,004
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.11
2.618 77.48
1.618 75.87
1.000 74.88
0.618 74.26
HIGH 73.27
0.618 72.65
0.500 72.47
0.382 72.28
LOW 71.66
0.618 70.67
1.000 70.05
1.618 69.06
2.618 67.45
4.250 64.82
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 72.56 72.09
PP 72.51 71.56
S1 72.47 71.04

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

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