NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 72.67 72.71 0.04 0.1% 68.71
High 73.27 73.55 0.28 0.4% 73.55
Low 71.66 69.53 -2.13 -3.0% 68.65
Close 72.61 70.20 -2.41 -3.3% 70.20
Range 1.61 4.02 2.41 149.7% 4.90
ATR 2.41 2.53 0.11 4.8% 0.00
Volume 98,671 83,831 -14,840 -15.0% 331,004
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 83.15 80.70 72.41
R3 79.13 76.68 71.31
R2 75.11 75.11 70.94
R1 72.66 72.66 70.57 71.88
PP 71.09 71.09 71.09 70.70
S1 68.64 68.64 69.83 67.86
S2 67.07 67.07 69.46
S3 63.05 64.62 69.09
S4 59.03 60.60 67.99
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 85.50 82.75 72.90
R3 80.60 77.85 71.55
R2 75.70 75.70 71.10
R1 72.95 72.95 70.65 74.33
PP 70.80 70.80 70.80 71.49
S1 68.05 68.05 69.75 69.43
S2 65.90 65.90 69.30
S3 61.00 63.15 68.85
S4 56.10 58.25 67.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.55 68.21 5.34 7.6% 2.64 3.8% 37% True False 78,504
10 74.80 68.21 6.59 9.4% 2.56 3.6% 30% False False 66,053
20 76.16 68.21 7.95 11.3% 2.64 3.8% 25% False False 60,804
40 76.87 65.62 11.25 16.0% 2.47 3.5% 41% False False 55,728
60 76.87 62.21 14.66 20.9% 2.48 3.5% 55% False False 49,520
80 76.87 62.21 14.66 20.9% 2.36 3.4% 55% False False 45,817
100 76.87 54.92 21.95 31.3% 2.27 3.2% 70% False False 41,142
120 76.87 54.92 21.95 31.3% 2.27 3.2% 70% False False 37,509
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.64
2.618 84.07
1.618 80.05
1.000 77.57
0.618 76.03
HIGH 73.55
0.618 72.01
0.500 71.54
0.382 71.07
LOW 69.53
0.618 67.05
1.000 65.51
1.618 63.03
2.618 59.01
4.250 52.45
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 71.54 71.54
PP 71.09 71.09
S1 70.65 70.65

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

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