NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 69.70 71.14 1.44 2.1% 68.71
High 71.90 73.30 1.40 1.9% 73.55
Low 69.38 70.88 1.50 2.2% 68.65
Close 71.69 73.25 1.56 2.2% 70.20
Range 2.52 2.42 -0.10 -4.0% 4.90
ATR 2.45 2.44 0.00 -0.1% 0.00
Volume 59,894 65,445 5,551 9.3% 331,004
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 79.74 78.91 74.58
R3 77.32 76.49 73.92
R2 74.90 74.90 73.69
R1 74.07 74.07 73.47 74.49
PP 72.48 72.48 72.48 72.68
S1 71.65 71.65 73.03 72.07
S2 70.06 70.06 72.81
S3 67.64 69.23 72.58
S4 65.22 66.81 71.92
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 6.1% 2.38 3.2% 93% False False 77,976
10 73.55 68.21 5.34 7.3% 2.29 3.1% 94% False False 71,120
20 76.16 68.21 7.95 10.9% 2.45 3.4% 63% False False 64,895
40 76.87 67.58 9.29 12.7% 2.46 3.4% 61% False False 57,640
60 76.87 62.21 14.66 20.0% 2.45 3.4% 75% False False 51,424
80 76.87 62.21 14.66 20.0% 2.38 3.3% 75% False False 47,555
100 76.87 54.92 21.95 30.0% 2.29 3.1% 84% False False 42,591
120 76.87 54.92 21.95 30.0% 2.29 3.1% 84% False False 38,600
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.59
2.618 79.64
1.618 77.22
1.000 75.72
0.618 74.80
HIGH 73.30
0.618 72.38
0.500 72.09
0.382 71.80
LOW 70.88
0.618 69.38
1.000 68.46
1.618 66.96
2.618 64.54
4.250 60.60
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 72.86 72.56
PP 72.48 71.87
S1 72.09 71.18

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

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