NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 70.09 69.70 -0.39 -0.6% 68.71
High 70.37 71.90 1.53 2.2% 73.55
Low 69.05 69.38 0.33 0.5% 68.65
Close 69.86 71.69 1.83 2.6% 70.20
Range 1.32 2.52 1.20 90.9% 4.90
ATR 2.44 2.45 0.01 0.2% 0.00
Volume 82,042 59,894 -22,148 -27.0% 331,004
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 78.55 77.64 73.08
R3 76.03 75.12 72.38
R2 73.51 73.51 72.15
R1 72.60 72.60 71.92 73.06
PP 70.99 70.99 70.99 71.22
S1 70.08 70.08 71.46 70.54
S2 68.47 68.47 71.23
S3 65.95 67.56 71.00
S4 63.43 65.04 70.30
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 69.05 4.50 6.3% 2.28 3.2% 59% False False 83,499
10 73.55 68.21 5.34 7.4% 2.37 3.3% 65% False False 69,929
20 76.16 68.21 7.95 11.1% 2.52 3.5% 44% False False 63,577
40 76.87 67.58 9.29 13.0% 2.45 3.4% 44% False False 57,006
60 76.87 62.21 14.66 20.4% 2.47 3.4% 65% False False 50,930
80 76.87 62.21 14.66 20.4% 2.37 3.3% 65% False False 47,006
100 76.87 54.92 21.95 30.6% 2.29 3.2% 76% False False 42,147
120 76.87 54.92 21.95 30.6% 2.28 3.2% 76% False False 38,298
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.61
2.618 78.50
1.618 75.98
1.000 74.42
0.618 73.46
HIGH 71.90
0.618 70.94
0.500 70.64
0.382 70.34
LOW 69.38
0.618 67.82
1.000 66.86
1.618 65.30
2.618 62.78
4.250 58.67
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 71.34 71.56
PP 70.99 71.43
S1 70.64 71.30

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

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