NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 72.94 73.27 0.33 0.5% 70.09
High 74.00 73.65 -0.35 -0.5% 74.00
Low 72.59 72.25 -0.34 -0.5% 69.05
Close 73.43 73.04 -0.39 -0.5% 73.04
Range 1.41 1.40 -0.01 -0.7% 4.95
ATR 2.37 2.30 -0.07 -2.9% 0.00
Volume 88,979 72,460 -16,519 -18.6% 368,820
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 77.18 76.51 73.81
R3 75.78 75.11 73.43
R2 74.38 74.38 73.30
R1 73.71 73.71 73.17 73.35
PP 72.98 72.98 72.98 72.80
S1 72.31 72.31 72.91 71.95
S2 71.58 71.58 72.78
S3 70.18 70.91 72.66
S4 68.78 69.51 72.27
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 86.88 84.91 75.76
R3 81.93 79.96 74.40
R2 76.98 76.98 73.95
R1 75.01 75.01 73.49 76.00
PP 72.03 72.03 72.03 72.52
S1 70.06 70.06 72.59 71.05
S2 67.08 67.08 72.13
S3 62.13 65.11 71.68
S4 57.18 60.16 70.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.00 69.05 4.95 6.8% 1.81 2.5% 81% False False 73,764
10 74.00 68.21 5.79 7.9% 2.23 3.0% 83% False False 76,134
20 76.16 68.21 7.95 10.9% 2.32 3.2% 61% False False 65,849
40 76.87 67.58 9.29 12.7% 2.42 3.3% 59% False False 59,089
60 76.87 62.21 14.66 20.1% 2.42 3.3% 74% False False 53,058
80 76.87 62.21 14.66 20.1% 2.37 3.2% 74% False False 48,946
100 76.87 55.70 21.17 29.0% 2.28 3.1% 82% False False 43,807
120 76.87 54.92 21.95 30.1% 2.27 3.1% 83% False False 39,707
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 79.60
2.618 77.32
1.618 75.92
1.000 75.05
0.618 74.52
HIGH 73.65
0.618 73.12
0.500 72.95
0.382 72.78
LOW 72.25
0.618 71.38
1.000 70.85
1.618 69.98
2.618 68.58
4.250 66.30
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 73.01 72.84
PP 72.98 72.64
S1 72.95 72.44

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

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