NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 72.71 70.09 -2.62 -3.6% 68.71
High 73.55 70.37 -3.18 -4.3% 73.55
Low 69.53 69.05 -0.48 -0.7% 68.65
Close 70.20 69.86 -0.34 -0.5% 70.20
Range 4.02 1.32 -2.70 -67.2% 4.90
ATR 2.53 2.44 -0.09 -3.4% 0.00
Volume 83,831 82,042 -1,789 -2.1% 331,004
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 73.72 73.11 70.59
R3 72.40 71.79 70.22
R2 71.08 71.08 70.10
R1 70.47 70.47 69.98 70.12
PP 69.76 69.76 69.76 69.58
S1 69.15 69.15 69.74 68.80
S2 68.44 68.44 69.62
S3 67.12 67.83 69.50
S4 65.80 66.51 69.13
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 68.65 4.90 7.0% 2.58 3.7% 25% False False 82,609
10 74.62 68.21 6.41 9.2% 2.53 3.6% 26% False False 69,107
20 76.16 68.21 7.95 11.4% 2.50 3.6% 21% False False 62,583
40 76.87 67.58 9.29 13.3% 2.43 3.5% 25% False False 56,487
60 76.87 62.21 14.66 21.0% 2.48 3.5% 52% False False 50,393
80 76.87 62.21 14.66 21.0% 2.36 3.4% 52% False False 46,589
100 76.87 54.92 21.95 31.4% 2.28 3.3% 68% False False 41,756
120 76.87 54.92 21.95 31.4% 2.27 3.3% 68% False False 38,009
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.54
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 75.98
2.618 73.83
1.618 72.51
1.000 71.69
0.618 71.19
HIGH 70.37
0.618 69.87
0.500 69.71
0.382 69.55
LOW 69.05
0.618 68.23
1.000 67.73
1.618 66.91
2.618 65.59
4.250 63.44
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 69.81 71.30
PP 69.76 70.82
S1 69.71 70.34

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

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